-39.5%
CORZ vs RY
+19.0%
-58.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.0% | -13.4% | -13.7% |
| 7D | -14.9% | +2.5% | -17.4% | -17.5% |
| 30D | -23.1% | +8.4% | -31.6% | -30.9% |
| 3M | -44.1% | +1.2% | -45.3% | -44.9% |
| 6M | -39.5% | +19.4% | -58.9% | -49.2% |
| All | -39.5% | +19.0% | -58.6% | -49.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling