+76.9%
COR vs RY
+158.9%
-82.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.2% | -3.8% |
| 7D | +2.8% | -1.1% | +3.9% | +2.9% |
| 30D | +7.4% | +4.4% | +2.9% | +7.2% |
| 3M | +7.3% | -2.9% | +10.2% | +7.4% |
| 6M | +11.5% | +15.6% | -4.1% | +10.7% |
| YTD | +1.2% | +21.8% | -20.6% | 0.0% |
| 1Y | -3.3% | +42.6% | -45.9% | -5.3% |
| All | +76.9% | +158.9% | -82.0% | +79.8% |
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