+11.8%
CRM vs RY
+154.6%
-142.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -4.4% | -2.2% | -2.2% | -3.9% |
| 30D | +28.1% | -3.6% | +31.7% | +29.3% |
| 3M | +48.8% | +3.9% | +44.9% | +46.0% |
| 6M | +28.3% | +26.4% | +1.9% | +16.1% |
| YTD | -6.0% | +22.3% | -28.3% | -13.8% |
| 1Y | +1.4% | +43.7% | -42.3% | -13.7% |
| 3Y | +11.8% | +154.0% | -142.1% | -26.8% |
| All | +11.8% | +154.6% | -142.8% | -26.8% |
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 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