+250.9%
CP vs RY
+360.6%
-109.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.7% |
| 7D | +2.8% | -0.9% | +3.7% | +3.5% |
| 30D | +10.2% | +5.9% | +4.4% | +5.4% |
| 3M | +2.4% | -4.3% | +6.6% | +5.5% |
| 6M | +7.7% | +12.1% | -4.5% | -2.5% |
| YTD | +26.0% | +20.3% | +5.7% | +7.8% |
| 1Y | +34.6% | +41.0% | -6.4% | +1.4% |
| 3Y | +26.7% | +157.5% | -130.9% | -41.6% |
| 5Y | +24.9% | +123.2% | -98.3% | -36.0% |
| All | +250.9% | +360.6% | -109.7% | +16.7% |
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