+240.0%
COF vs RY
+377.5%
-137.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | -6.1% | -2.9% | -3.2% | -2.8% |
| 30D | -5.2% | -2.0% | -3.1% | -3.0% |
| 3M | +17.0% | +4.9% | +12.1% | +10.4% |
| 6M | +12.9% | +26.1% | -13.2% | -14.1% |
| YTD | -13.5% | +22.4% | -35.9% | -31.9% |
| 1Y | -5.9% | +44.7% | -50.6% | -39.2% |
| 3Y | +117.1% | +155.7% | -38.5% | -30.7% |
| 5Y | +45.4% | +137.7% | -92.3% | -48.9% |
| All | +240.0% | +377.5% | -137.4% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling