+143.3%
CNP vs RY
+354.4%
-211.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.0% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | +6.8% | +6.1% | +0.7% | +2.9% |
| 3M | +3.6% | -3.4% | +7.0% | +5.5% |
| 6M | 0.0% | +12.8% | -12.8% | -7.9% |
| YTD | +9.4% | +21.0% | -11.6% | -4.1% |
| 1Y | +6.8% | +40.5% | -33.6% | -15.1% |
| 3Y | +64.2% | +159.9% | -95.7% | -15.9% |
| 5Y | +76.0% | +125.0% | -48.9% | -2.1% |
| 10Y | +143.3% | +350.6% | -207.3% | -14.9% |
| All | +143.3% | +354.4% | -211.0% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling