+8,482.3%
CP vs RY
+11,573.6%
-3,091.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | -2.7% | +3.1% | -5.8% | -4.6% |
| 30D | +0.2% | -0.3% | +0.5% | +0.3% |
| 3M | +2.6% | +8.7% | -6.1% | -3.2% |
| 6M | +6.0% | +28.5% | -22.6% | -10.3% |
| YTD | +24.9% | +25.1% | -0.2% | +7.5% |
| 1Y | +20.1% | +46.3% | -26.2% | -6.7% |
| 3Y | +16.4% | +154.9% | -138.5% | -37.0% |
| 5Y | +31.7% | +140.3% | -108.6% | -26.1% |
| 10Y | +223.9% | +377.0% | -153.2% | +18.4% |
| All | +8,482.3% | +11,573.6% | -3,091.3% | +572.7% |
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 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