+122.7%
CRBG vs RY
+154.6%
-31.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | -2.2% | +2.8% | +2.5% |
| 30D | +2.6% | -3.6% | +6.2% | +5.8% |
| 3M | +24.0% | +3.9% | +20.0% | +20.0% |
| 6M | +50.5% | +26.4% | +24.1% | +23.8% |
| YTD | +17.1% | +22.3% | -5.2% | -1.1% |
| 1Y | +5.9% | +43.7% | -37.8% | -21.5% |
| 3Y | +122.7% | +154.0% | -31.2% | +13.5% |
| All | +122.7% | +154.6% | -31.9% | +13.5% |
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