+109.6%
CPB vs RY
+11,573.6%
-11,464.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -8.6% | +3.1% | -11.7% | -9.2% |
| 30D | -7.2% | -0.3% | -6.9% | -7.3% |
| 3M | +0.9% | +8.7% | -7.8% | -0.9% |
| 6M | -11.8% | +28.5% | -40.3% | -16.4% |
| YTD | -19.4% | +25.1% | -44.5% | -23.2% |
| 1Y | -30.4% | +46.3% | -76.7% | -35.8% |
| 3Y | -40.2% | +154.9% | -195.1% | -51.0% |
| 5Y | -39.5% | +140.3% | -179.8% | -50.1% |
| 10Y | -47.4% | +377.0% | -424.4% | -63.0% |
| All | +109.6% | +11,573.6% | -11,464.0% | -22.6% |
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