+31.2%
CNH vs RY
+410.0%
-378.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.1% | -1.1% |
| 7D | -0.4% | -1.1% | +0.7% | +0.6% |
| 30D | -15.2% | +4.4% | -19.6% | -18.8% |
| 3M | +4.3% | -2.9% | +7.2% | +6.9% |
| 6M | +10.1% | +15.6% | -5.5% | -5.2% |
| YTD | +23.2% | +21.8% | +1.4% | +0.6% |
| 1Y | +8.5% | +42.6% | -34.1% | -24.2% |
| 3Y | +4.1% | +160.9% | -156.8% | -61.0% |
| 5Y | -17.8% | +126.1% | -143.9% | -64.1% |
| 10Y | +113.3% | +371.7% | -258.4% | -50.2% |
| All | +31.2% | +410.0% | -378.8% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling