+8,703.8%
CP vs RY
+11,266.1%
-2,562.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +1.2% |
| 7D | +6.1% | -1.1% | +7.2% | +6.8% |
| 30D | +9.8% | +4.4% | +5.3% | +6.7% |
| 3M | +2.7% | -2.9% | +5.7% | +4.5% |
| 6M | +12.8% | +15.6% | -2.8% | +2.1% |
| YTD | +28.2% | +21.8% | +6.3% | +12.1% |
| 1Y | +34.1% | +42.6% | -8.4% | +5.9% |
| 3Y | +28.9% | +160.9% | -132.0% | -31.3% |
| 5Y | +27.1% | +126.1% | -99.0% | -25.9% |
| 10Y | +264.8% | +371.7% | -106.9% | +34.2% |
| All | +8,703.8% | +11,266.1% | -2,562.2% | +601.1% |
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