+16,269.3%
COR vs RY
+11,266.1%
+5,003.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.2% | -3.2% |
| 7D | +2.8% | -1.1% | +3.9% | +3.1% |
| 30D | +7.4% | +4.4% | +2.9% | +6.0% |
| 3M | +7.3% | -2.9% | +10.2% | +8.2% |
| 6M | +11.5% | +15.6% | -4.1% | +6.5% |
| YTD | +1.2% | +21.8% | -20.6% | -5.0% |
| 1Y | -3.3% | +42.6% | -45.9% | -13.5% |
| 3Y | +78.5% | +160.9% | -82.4% | +31.6% |
| 5Y | +183.0% | +126.1% | +56.9% | +116.4% |
| 10Y | +545.4% | +371.7% | +173.7% | +296.4% |
| All | +16,269.3% | +11,266.1% | +5,003.2% | +5,765.1% |
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 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