+486.6%
COR vs RY
+354.4%
+132.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.3% |
| 7D | +2.4% | -0.6% | +3.0% | +2.7% |
| 30D | +7.7% | +6.1% | +1.5% | +5.0% |
| 3M | +7.5% | -3.4% | +10.9% | +9.0% |
| 6M | +34.1% | +12.8% | +21.3% | +26.7% |
| YTD | +3.9% | +21.0% | -17.2% | -5.4% |
| 1Y | -3.6% | +40.5% | -44.1% | -18.2% |
| 3Y | +80.5% | +159.9% | -79.4% | +10.6% |
| 5Y | +194.9% | +125.0% | +69.9% | +92.0% |
| 10Y | +486.6% | +350.6% | +136.0% | +167.9% |
| All | +486.6% | +354.4% | +132.3% | +167.9% |
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