+73.4%
CNP vs RY
+123.4%
-50.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | +3.8% | +5.0% | -1.2% | +1.9% |
| 3M | +2.4% | -5.3% | +7.7% | +4.2% |
| 6M | -1.2% | +13.8% | -15.0% | -6.2% |
| YTD | +9.3% | +21.0% | -11.7% | +1.0% |
| 1Y | +6.4% | +40.5% | -34.1% | -7.6% |
| 3Y | +66.4% | +159.7% | -93.3% | +7.8% |
| All | +73.4% | +123.4% | -50.0% | +18.5% |
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 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