+320.3%
COP vs RY
+360.6%
-40.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.8% |
| 7D | -11.5% | -0.9% | -10.6% | -11.1% |
| 30D | +5.0% | +5.9% | -0.9% | -0.9% |
| 3M | +17.5% | -4.3% | +21.8% | +21.0% |
| 6M | +16.2% | +12.1% | +4.1% | +1.9% |
| YTD | +48.8% | +20.3% | +28.5% | +20.0% |
| 1Y | +64.1% | +41.0% | +23.1% | +12.3% |
| 3Y | +25.7% | +157.5% | -131.9% | -56.8% |
| 5Y | +114.4% | +123.2% | -8.8% | -14.9% |
| All | +320.3% | +360.6% | -40.3% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling