+493.6%
COR vs RY
+355.6%
+137.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | -1.2% | -3.0% | +1.8% | +0.2% |
| 30D | +7.6% | +6.3% | +1.4% | +4.9% |
| 3M | +5.0% | -2.6% | +7.6% | +6.1% |
| 6M | +35.3% | +13.9% | +21.4% | +27.2% |
| YTD | +4.2% | +21.7% | -17.5% | -5.3% |
| 1Y | -3.4% | +40.4% | -43.9% | -18.0% |
| 3Y | +81.1% | +161.3% | -80.2% | +10.7% |
| 5Y | +195.8% | +126.5% | +69.3% | +92.0% |
| 10Y | +493.6% | +354.3% | +139.2% | +171.3% |
| All | +493.6% | +355.6% | +137.9% | +171.3% |
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