+129.7%
CPB vs RY
+11,266.1%
-11,136.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.3% |
| 7D | +11.6% | -1.1% | +12.7% | +11.8% |
| 30D | +23.3% | +4.4% | +18.9% | +22.3% |
| 3M | +1.6% | -2.9% | +4.6% | +2.1% |
| 6M | +13.9% | +15.6% | -1.6% | +10.4% |
| YTD | -11.7% | +21.8% | -33.5% | -15.5% |
| 1Y | -18.2% | +42.6% | -60.8% | -24.2% |
| 3Y | -35.2% | +160.9% | -196.1% | -47.1% |
| 5Y | -30.5% | +126.1% | -156.6% | -42.0% |
| 10Y | -37.1% | +371.7% | -408.8% | -55.7% |
| All | +129.7% | +11,266.1% | -11,136.3% | -14.8% |
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 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