+74.4%
CNP vs RY
+140.8%
-66.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +1.1% | +3.1% | -2.0% | 0.0% |
| 30D | -1.8% | -0.3% | -1.5% | -1.8% |
| 3M | -4.6% | +8.7% | -13.3% | -7.7% |
| 6M | -8.8% | +28.5% | -37.4% | -17.3% |
| YTD | +5.2% | +25.1% | -19.9% | -3.7% |
| 1Y | +8.3% | +46.3% | -38.0% | -7.1% |
| 3Y | +54.9% | +154.9% | -100.1% | +2.5% |
| All | +74.4% | +140.8% | -66.3% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling