-9.3%
COF vs RY
+41.1%
-50.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.2% |
| 7D | -4.5% | -3.0% | -1.5% | -2.0% |
| 30D | -2.0% | +6.3% | -8.3% | -7.4% |
| 3M | -9.7% | -2.6% | -7.2% | -7.7% |
| 6M | +8.0% | +13.9% | -5.9% | -5.7% |
| YTD | -17.7% | +21.7% | -39.4% | -33.0% |
| 1Y | -9.3% | +40.4% | -49.8% | -35.3% |
| All | -9.3% | +41.1% | -50.5% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling