-40.3%
CPB vs RY
+351.1%
-391.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.3% | +3.2% |
| 7D | -1.6% | +0.6% | -2.1% | -1.7% |
| 30D | +19.2% | +5.0% | +14.2% | +18.2% |
| 3M | -0.9% | -5.3% | +4.4% | -0.1% |
| 6M | +15.2% | +13.8% | +1.4% | +12.3% |
| YTD | -13.1% | +21.0% | -34.0% | -16.4% |
| 1Y | -22.4% | +40.5% | -62.9% | -27.6% |
| 3Y | -35.3% | +159.7% | -195.0% | -46.7% |
| 5Y | -33.0% | +124.3% | -157.3% | -43.5% |
| All | -40.3% | +351.1% | -391.4% | -56.8% |
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