-41.3%
CORZ vs RY
+46.4%
-87.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.0% | -13.4% | -14.4% |
| 7D | -14.9% | +2.5% | -17.4% | -18.0% |
| 30D | -23.1% | +8.4% | -31.6% | -31.7% |
| 3M | -44.1% | +1.2% | -45.3% | -45.1% |
| 6M | -39.5% | +19.4% | -58.9% | -53.8% |
| YTD | -12.4% | +25.4% | -37.8% | -39.6% |
| 1Y | -41.3% | +46.7% | -88.0% | -66.4% |
| All | -41.3% | +46.4% | -87.7% | -66.4% |
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 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