-2.5%
CPNG vs RY
+155.6%
-158.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | 0.0% |
| 7D | +13.4% | -0.9% | +14.3% | +14.2% |
| 30D | +10.0% | +5.9% | +4.1% | +6.8% |
| 3M | -0.4% | -4.3% | +3.9% | +2.1% |
| 6M | -8.9% | +12.1% | -21.1% | -15.6% |
| YTD | -30.9% | +20.3% | -51.2% | -39.1% |
| 1Y | -43.8% | +41.0% | -84.8% | -54.9% |
| 3Y | -2.5% | +157.5% | -160.0% | -37.8% |
| All | -2.5% | +155.6% | -158.0% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling