+13.3%
CNQ vs RY
+29.6%
-16.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.2% |
| 7D | -0.9% | -0.5% | -0.4% | -1.2% |
| 30D | +8.7% | -1.9% | +10.6% | +7.5% |
| 3M | +15.8% | +5.1% | +10.7% | +20.1% |
| 6M | +13.3% | +28.2% | -14.9% | +40.2% |
| All | +13.3% | +29.6% | -16.4% | +40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling