+56.7%
CNP vs RY
+154.9%
-98.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +1.1% | +3.1% | -2.0% | +0.4% |
| 30D | -1.8% | -0.3% | -1.5% | -1.8% |
| 3M | -4.6% | +8.7% | -13.3% | -6.8% |
| 6M | -8.8% | +28.5% | -37.4% | -15.0% |
| YTD | +5.2% | +25.1% | -19.9% | -1.2% |
| 1Y | +8.3% | +46.3% | -38.0% | -3.6% |
| All | +56.7% | +154.9% | -98.2% | +10.1% |
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