-0.8%
COR vs RY
+38.8%
-39.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.0% |
| 7D | +7.8% | +0.6% | +7.3% | +7.8% |
| 30D | +7.0% | +5.0% | +2.0% | +7.2% |
| 3M | +16.3% | -5.3% | +21.6% | +16.0% |
| 6M | +41.3% | +13.8% | +27.5% | +41.0% |
| YTD | +7.1% | +21.0% | -13.8% | +5.8% |
| 1Y | -0.8% | +40.5% | -41.3% | -3.1% |
| All | -0.8% | +38.8% | -39.6% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling