+221.2%
CP vs RY
+371.9%
-150.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.9% |
| 7D | -2.7% | +3.1% | -5.8% | -5.0% |
| 30D | +0.2% | -0.3% | +0.5% | +0.3% |
| 3M | +2.6% | +8.7% | -6.1% | -4.5% |
| 6M | +6.0% | +28.5% | -22.6% | -13.7% |
| YTD | +24.9% | +25.1% | -0.2% | +3.8% |
| 1Y | +20.1% | +46.3% | -26.2% | -12.1% |
| 3Y | +16.4% | +154.9% | -138.5% | -45.9% |
| 5Y | +31.7% | +140.3% | -108.6% | -36.4% |
| All | +221.2% | +371.9% | -150.7% | -9.3% |
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