+113.0%
COP vs RY
+122.0%
-9.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | -11.5% | -0.9% | -10.6% | -11.3% |
| 30D | +5.0% | +5.9% | -0.9% | +1.8% |
| 3M | +17.5% | -4.3% | +21.8% | +19.5% |
| 6M | +16.2% | +12.1% | +4.1% | +7.8% |
| YTD | +48.8% | +20.3% | +28.5% | +31.5% |
| 1Y | +64.1% | +41.0% | +23.1% | +30.6% |
| 3Y | +25.7% | +157.5% | -131.9% | -37.6% |
| All | +113.0% | +122.0% | -9.0% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling