+3,223.2%
COF vs RY
+11,573.6%
-8,350.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | +1.8% | +3.1% | -1.3% | -1.0% |
| 30D | -0.6% | -0.3% | -0.2% | -0.3% |
| 3M | +20.3% | +8.7% | +11.6% | +11.4% |
| 6M | +13.0% | +28.5% | -15.5% | -10.2% |
| YTD | -8.3% | +25.1% | -33.4% | -25.4% |
| 1Y | -1.5% | +46.3% | -47.8% | -30.5% |
| 3Y | +122.3% | +154.9% | -32.7% | -6.5% |
| 5Y | +52.5% | +140.3% | -87.8% | -31.2% |
| 10Y | +264.9% | +377.0% | -112.2% | -4.3% |
| All | +3,223.2% | +11,573.6% | -8,350.5% | +38.2% |
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