+238.9%
CRM vs RY
+377.3%
-138.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -4.4% | -2.2% | -2.2% | -3.1% |
| 30D | +28.1% | -3.6% | +31.7% | +30.6% |
| 3M | +48.8% | +3.9% | +44.9% | +44.2% |
| 6M | +28.3% | +26.4% | +1.9% | +9.3% |
| YTD | -6.0% | +22.3% | -28.3% | -18.5% |
| 1Y | +1.4% | +43.7% | -42.3% | -20.8% |
| 3Y | +11.8% | +154.0% | -142.1% | -41.3% |
| 5Y | -2.0% | +137.6% | -139.6% | -46.1% |
| All | +238.9% | +377.3% | -138.4% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling