+15,747.6%
COST vs RY
+11,573.6%
+4,173.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.0% |
| YTD | +6.7% | +25.1% | -18.5% | -2.2% |
| 1Y | -3.6% | +46.3% | -49.9% | -16.6% |
| 3Y | +75.1% | +154.9% | -79.9% | +23.0% |
| 5Y | +108.9% | +140.3% | -31.4% | +49.0% |
| 10Y | +586.2% | +377.0% | +209.1% | +272.5% |
| All | +15,747.6% | +11,573.6% | +4,173.9% | +2,541.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling