+847.5%
CNP vs RY
+11,266.1%
-10,418.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.6% |
| 7D | -5.3% | -1.1% | -4.2% | -5.0% |
| 30D | +3.7% | +4.4% | -0.8% | +2.0% |
| 3M | -1.1% | -2.9% | +1.9% | -0.2% |
| 6M | -7.1% | +15.6% | -22.7% | -12.1% |
| YTD | +6.0% | +21.8% | -15.8% | -1.8% |
| 1Y | +5.2% | +42.6% | -37.4% | -8.0% |
| 3Y | +57.5% | +160.9% | -103.4% | +10.0% |
| 5Y | +70.0% | +126.1% | -56.0% | +24.3% |
| 10Y | +137.8% | +371.7% | -233.9% | +36.9% |
| All | +847.5% | +11,266.1% | -10,418.6% | +212.9% |
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