+310.1%
COP vs RY
+354.4%
-44.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.1% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | +1.1% | +6.1% | -5.0% | -4.7% |
| 3M | +10.9% | -3.4% | +14.3% | +13.3% |
| 6M | +20.8% | +12.8% | +8.0% | +5.3% |
| YTD | +48.0% | +21.0% | +27.0% | +18.7% |
| 1Y | +58.5% | +40.5% | +18.1% | +9.0% |
| 3Y | +28.1% | +159.9% | -131.8% | -56.3% |
| 5Y | +120.5% | +125.0% | -4.5% | -13.3% |
| 10Y | +310.1% | +350.6% | -40.4% | +2.9% |
| All | +310.1% | +354.4% | -44.2% | +2.9% |
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