+41.8%
COF vs RY
+123.7%
-81.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | +0.3% |
| 7D | -1.5% | -0.9% | -0.6% | -0.7% |
| 30D | +3.0% | +5.9% | -2.8% | -2.8% |
| 3M | -7.9% | -4.3% | -3.6% | -4.1% |
| 6M | +5.2% | +12.1% | -6.9% | -6.7% |
| YTD | -15.7% | +20.3% | -36.0% | -30.4% |
| 1Y | -5.5% | +41.0% | -46.5% | -33.6% |
| 3Y | +100.5% | +157.5% | -57.0% | -27.0% |
| All | +41.8% | +123.7% | -81.9% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling