+840.4%
CNP vs RY
+11,573.6%
-10,733.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 6M | -8.8% | +28.5% | -37.4% | -17.0% |
| YTD | +5.2% | +25.1% | -19.9% | -3.3% |
| 1Y | +8.3% | +46.3% | -38.0% | -6.1% |
| 3Y | +54.9% | +154.9% | -100.1% | +9.1% |
| 5Y | +73.5% | +140.3% | -66.8% | +24.1% |
| 10Y | +139.1% | +377.0% | -237.9% | +37.1% |
| All | +840.4% | +11,573.6% | -10,733.3% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling