+66.4%
CNP vs RY
+160.3%
-93.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +1.3% | +0.6% | +0.7% | +1.2% |
| 30D | +3.8% | +5.0% | -1.2% | +2.6% |
| 3M | +2.4% | -5.3% | +7.7% | +3.5% |
| 6M | -1.2% | +13.8% | -15.0% | -4.6% |
| YTD | +9.3% | +21.0% | -11.7% | +3.6% |
| 1Y | +6.4% | +40.5% | -34.1% | -3.9% |
| 3Y | +66.4% | +159.7% | -93.3% | +15.1% |
| All | +66.4% | +160.3% | -93.9% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling