+134.8%
CNP vs RY
+360.6%
-225.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.5% |
| 7D | -4.2% | -0.9% | -3.3% | -3.8% |
| 30D | +5.5% | +5.9% | -0.3% | +1.8% |
| 3M | +0.6% | -4.3% | +4.8% | +2.9% |
| 6M | -2.8% | +12.1% | -15.0% | -10.2% |
| YTD | +7.9% | +20.3% | -12.4% | -5.1% |
| 1Y | +6.7% | +41.0% | -34.4% | -15.5% |
| 3Y | +61.1% | +157.5% | -96.4% | -16.9% |
| 5Y | +73.0% | +123.2% | -50.2% | -3.2% |
| All | +134.8% | +360.6% | -225.8% | -17.5% |
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 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