-46.0%
CPNG vs RY
+122.0%
-168.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.2% |
| 7D | +13.4% | -0.9% | +14.3% | +14.5% |
| 30D | +10.0% | +5.9% | +4.1% | +5.3% |
| 3M | -0.4% | -4.3% | +3.9% | +3.0% |
| 6M | -8.9% | +12.1% | -21.1% | -17.9% |
| YTD | -30.9% | +20.3% | -51.2% | -41.5% |
| 1Y | -43.8% | +41.0% | -84.8% | -58.5% |
| 3Y | -2.5% | +157.5% | -160.0% | -59.6% |
| All | -46.0% | +122.0% | -168.0% | -73.4% |
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