-3.9%
CRM vs RY
+135.2%
-139.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -8.1% | -2.9% | -5.2% | -6.6% |
| 30D | +23.1% | -2.0% | +25.1% | +24.1% |
| 3M | +42.5% | +4.9% | +37.7% | +37.5% |
| 6M | +25.3% | +26.1% | -0.8% | +7.3% |
| YTD | -7.8% | +22.4% | -30.2% | -19.7% |
| 1Y | +1.0% | +44.7% | -43.7% | -21.4% |
| 3Y | +10.0% | +155.7% | -145.7% | -44.3% |
| 5Y | -3.9% | +137.7% | -141.6% | -49.4% |
| All | -3.9% | +135.2% | -139.1% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling