+3.1%
CRM vs RY
+160.3%
-157.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | -7.7% | +5.0% | -12.7% | -8.7% |
| 3M | +8.4% | -5.3% | +13.7% | +9.8% |
| 6M | +31.9% | +13.8% | +18.1% | +24.7% |
| YTD | -17.2% | +21.0% | -38.2% | -23.9% |
| 1Y | -8.6% | +40.5% | -49.1% | -21.7% |
| 3Y | +3.1% | +159.7% | -156.5% | -39.2% |
| All | +3.1% | +160.3% | -157.1% | -39.2% |
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