+15,848.6%
COR vs RY
+11,573.6%
+4,274.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +2.8% | +3.1% | -0.3% | +1.8% |
| 30D | +4.5% | -0.3% | +4.9% | +4.6% |
| 3M | +22.7% | +8.7% | +14.0% | +19.5% |
| 6M | -9.7% | +28.5% | -38.3% | -16.5% |
| YTD | -1.4% | +25.1% | -26.5% | -8.2% |
| 1Y | +13.9% | +46.3% | -32.4% | +1.1% |
| 3Y | +94.0% | +154.9% | -61.0% | +43.9% |
| 5Y | +184.0% | +140.3% | +43.7% | +113.2% |
| 10Y | +406.8% | +377.0% | +29.7% | +210.0% |
| All | +15,848.6% | +11,573.6% | +4,274.9% | +5,569.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling