+51.1%
COF vs RY
+140.3%
-89.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.8% |
| 7D | +1.2% | +2.7% | -1.5% | -1.4% |
| 30D | -1.4% | -1.0% | -0.4% | -0.5% |
| 3M | +19.0% | +7.6% | +11.4% | +10.2% |
| 6M | +14.9% | +29.5% | -14.6% | -11.8% |
| YTD | -10.7% | +24.2% | -34.9% | -28.5% |
| 1Y | -1.3% | +46.4% | -47.7% | -33.2% |
| 3Y | +124.3% | +159.4% | -35.1% | -19.2% |
| 5Y | +51.1% | +141.8% | -90.7% | -40.4% |
| All | +51.1% | +140.3% | -89.2% | -40.4% |
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