+281.7%
CORZ vs RY
+120.2%
+161.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.6% | +11.0% | +10.9% |
| 7D | -7.8% | -0.6% | -7.2% | -7.3% |
| 30D | -14.8% | +6.1% | -20.9% | -20.6% |
| 3M | -32.5% | -3.4% | -29.1% | -29.6% |
| 6M | -42.7% | +12.8% | -55.5% | -50.1% |
| YTD | -9.8% | +21.0% | -30.8% | -27.4% |
| 1Y | -31.9% | +40.5% | -72.4% | -53.0% |
| All | +281.7% | +120.2% | +161.5% | +69.0% |
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