+85.0%
COR vs RY
+160.3%
-75.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.9% |
| 3M | +16.3% | -5.3% | +21.6% | +16.5% |
| 6M | +41.3% | +13.8% | +27.5% | +40.4% |
| YTD | +7.1% | +21.0% | -13.8% | +6.0% |
| 1Y | -0.8% | +40.5% | -41.3% | -2.7% |
| 3Y | +85.0% | +159.7% | -74.7% | +88.8% |
| All | +85.0% | +160.3% | -75.3% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling