+175.7%
COF vs RY
+351.1%
-175.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +1.0% |
| 7D | -3.4% | +0.6% | -3.9% | -4.0% |
| 30D | +0.4% | +5.0% | -4.7% | -5.4% |
| 3M | -12.5% | -5.3% | -7.2% | -7.2% |
| 6M | +8.3% | +13.8% | -5.5% | -7.5% |
| YTD | -18.6% | +21.0% | -39.5% | -35.3% |
| 1Y | -8.6% | +40.5% | -49.1% | -39.2% |
| 3Y | +94.7% | +159.7% | -65.0% | -39.3% |
| 5Y | +35.3% | +124.3% | -89.0% | -49.2% |
| All | +175.7% | +351.1% | -175.4% | -45.3% |
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