+250.7%
CP vs RY
+354.4%
-103.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.1% | +1.3% |
| 7D | +2.8% | -0.6% | +3.4% | +3.3% |
| 30D | +11.0% | +6.1% | +4.9% | +6.0% |
| 3M | +3.8% | -3.4% | +7.2% | +6.3% |
| 6M | +9.5% | +12.8% | -3.3% | -1.3% |
| YTD | +28.2% | +21.0% | +7.2% | +9.1% |
| 1Y | +33.0% | +40.5% | -7.5% | +0.4% |
| 3Y | +35.5% | +159.9% | -124.3% | -38.0% |
| 5Y | +25.8% | +125.0% | -99.2% | -35.9% |
| 10Y | +250.7% | +350.6% | -99.8% | +15.6% |
| All | +250.7% | +354.4% | -103.6% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling