-3.6%
COR vs RY
+41.3%
-45.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.5% |
| 7D | +2.4% | -0.6% | +3.0% | +2.6% |
| 30D | +7.7% | +6.1% | +1.5% | +7.9% |
| 3M | +7.5% | -3.4% | +10.9% | +7.5% |
| 6M | +34.1% | +12.8% | +21.3% | +34.0% |
| YTD | +3.9% | +21.0% | -17.2% | +2.8% |
| 1Y | -3.6% | +40.5% | -44.1% | -3.8% |
| All | -3.6% | +41.3% | -45.0% | -3.8% |
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 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