+110.2%
COST vs RY
+140.8%
-30.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -3.1% | +3.1% | -6.3% | -4.2% |
| 30D | -2.8% | -0.3% | -2.5% | -2.7% |
| 3M | -5.7% | +8.7% | -14.3% | -8.7% |
| 6M | -8.8% | +28.5% | -37.3% | -17.2% |
| YTD | +6.7% | +25.1% | -18.5% | -2.3% |
| 1Y | -3.6% | +46.3% | -49.9% | -17.4% |
| 3Y | +75.1% | +154.9% | -79.9% | +17.5% |
| All | +110.2% | +140.8% | -30.5% | +41.9% |
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