+420.1%
CORZ vs RY
+127.6%
+292.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.8% |
| 7D | +8.4% | +3.1% | +5.2% | +4.7% |
| 30D | -17.8% | -0.3% | -17.5% | -17.3% |
| 3M | -35.9% | +8.7% | -44.6% | -41.5% |
| 6M | +12.9% | +28.5% | -15.6% | -15.3% |
| YTD | +22.9% | +25.1% | -2.2% | -4.7% |
| 1Y | +31.4% | +46.3% | -14.9% | -13.4% |
| All | +420.1% | +127.6% | +292.4% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling