+20.0%
COP vs RY
+154.9%
-134.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +3.0% | +3.1% | -0.1% | +2.4% |
| 30D | +17.5% | -0.3% | +17.8% | +17.5% |
| 3M | +13.4% | +8.7% | +4.7% | +10.9% |
| 6M | +17.7% | +28.5% | -10.8% | +9.6% |
| YTD | +46.6% | +25.1% | +21.5% | +37.7% |
| 1Y | +44.6% | +46.3% | -1.7% | +27.7% |
| All | +20.0% | +154.9% | -134.9% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling