+5,649.5%
CNQ vs RY
+4,043.4%
+1,606.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.8% |
| 7D | -0.9% | -0.5% | -0.4% | -0.5% |
| 30D | +8.7% | -1.9% | +10.6% | +10.2% |
| 3M | +15.8% | +5.1% | +10.7% | +9.6% |
| 6M | +13.3% | +28.2% | -14.9% | -11.3% |
| YTD | +54.7% | +22.9% | +31.8% | +25.4% |
| 1Y | +69.5% | +45.5% | +24.1% | +17.5% |
| 3Y | +77.3% | +156.7% | -79.4% | -28.3% |
| 5Y | +290.3% | +137.7% | +152.6% | +70.4% |
| 10Y | +429.3% | +375.5% | +53.8% | +37.0% |
| All | +5,649.5% | +4,043.4% | +1,606.1% | +499.5% |
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 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