-38.6%
CPB vs RY
+360.6%
-399.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | +8.0% | -0.9% | +8.9% | +8.2% |
| 30D | +22.4% | +5.9% | +16.5% | +21.2% |
| 3M | +3.8% | -4.3% | +8.1% | +4.5% |
| 6M | +13.7% | +12.1% | +1.5% | +11.0% |
| YTD | -11.7% | +20.3% | -32.0% | -15.0% |
| 1Y | -18.1% | +41.0% | -59.1% | -23.6% |
| 3Y | -34.7% | +157.5% | -192.3% | -46.2% |
| 5Y | -30.6% | +123.2% | -153.7% | -41.4% |
| All | -38.6% | +360.6% | -399.2% | -56.1% |
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 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