-30.4%
CPB vs RY
+46.1%
-76.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.5% |
| 7D | -8.6% | +3.1% | -11.7% | -8.0% |
| 30D | -7.2% | -0.3% | -6.9% | -7.2% |
| 3M | +0.9% | +8.7% | -7.8% | +2.1% |
| 6M | -11.8% | +28.5% | -40.3% | -7.7% |
| YTD | -19.4% | +25.1% | -44.5% | -16.2% |
| 1Y | -30.4% | +46.3% | -76.7% | -27.2% |
| All | -30.4% | +46.1% | -76.5% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling