+120.6%
COST vs RY
+122.0%
-1.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.7% |
| 7D | +4.1% | -0.9% | +5.0% | +4.4% |
| 30D | +12.0% | +5.9% | +6.1% | +9.8% |
| 3M | +11.2% | -4.3% | +15.4% | +12.6% |
| 6M | +6.1% | +12.1% | -6.0% | +1.3% |
| YTD | +22.9% | +20.3% | +2.6% | +13.9% |
| 1Y | +14.7% | +41.0% | -26.3% | -0.5% |
| 3Y | +92.3% | +157.5% | -65.2% | +27.8% |
| All | +120.6% | +122.0% | -1.4% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling