-40.4%
CPB vs RY
+355.6%
-396.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -4.1% | -3.0% | -1.1% | -3.6% |
| 30D | +16.9% | +6.3% | +10.7% | +15.7% |
| 3M | -0.6% | -2.6% | +2.0% | -0.2% |
| 6M | +11.4% | +13.9% | -2.6% | +8.5% |
| YTD | -14.8% | +21.7% | -36.5% | -18.2% |
| 1Y | -24.8% | +40.4% | -65.2% | -29.8% |
| 3Y | -36.6% | +161.3% | -197.9% | -47.8% |
| 5Y | -33.3% | +126.5% | -159.8% | -43.9% |
| 10Y | -40.4% | +354.3% | -394.7% | -57.2% |
| All | -40.4% | +355.6% | -396.0% | -57.2% |
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 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