+2,882.8%
COF vs RY
+11,253.8%
-8,370.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.1% |
| 7D | -4.5% | -3.0% | -1.5% | -1.8% |
| 30D | -2.0% | +6.3% | -8.3% | -7.4% |
| 3M | -9.7% | -2.6% | -7.2% | -7.8% |
| 6M | +8.0% | +13.9% | -5.9% | -4.4% |
| YTD | -17.7% | +21.7% | -39.4% | -31.4% |
| 1Y | -9.3% | +40.4% | -49.8% | -33.8% |
| 3Y | +96.3% | +161.3% | -65.0% | -19.3% |
| 5Y | +37.0% | +126.5% | -89.5% | -34.9% |
| 10Y | +188.1% | +354.3% | -166.2% | -21.2% |
| All | +2,882.8% | +11,253.8% | -8,370.9% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling