+7.1%
CRM vs RY
+46.1%
-38.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.1% |
| 7D | +1.3% | +3.1% | -1.9% | +2.1% |
| 30D | +34.3% | -0.3% | +34.7% | +34.6% |
| 3M | +37.7% | +8.7% | +29.0% | +37.3% |
| 6M | +34.9% | +28.5% | +6.4% | +30.6% |
| YTD | -1.6% | +25.1% | -26.8% | -3.7% |
| 1Y | +7.1% | +46.3% | -39.2% | -4.8% |
| All | +7.1% | +46.1% | -38.9% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling