-52.8%
CPNG vs RY
+140.3%
-193.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.4% | -2.5% |
| 7D | -6.3% | +2.7% | -9.0% | -8.3% |
| 30D | -8.7% | -1.0% | -7.8% | -8.3% |
| 3M | -2.4% | +7.6% | -10.1% | -8.9% |
| 6M | -22.3% | +29.5% | -51.8% | -38.0% |
| YTD | -37.2% | +24.2% | -61.4% | -48.2% |
| 1Y | -53.0% | +46.4% | -99.4% | -66.3% |
| 3Y | -20.0% | +159.4% | -179.4% | -66.7% |
| 5Y | -52.8% | +141.8% | -194.6% | -78.4% |
| All | -52.8% | +140.3% | -193.1% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling