+5,062.8%
CRM vs RY
+2,025.2%
+3,037.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.0% | +0.6% | +1.4% | +1.6% |
| 30D | -7.7% | +5.0% | -12.7% | -10.6% |
| 3M | +8.4% | -5.3% | +13.7% | +11.6% |
| 6M | +31.9% | +13.8% | +18.1% | +19.8% |
| YTD | -17.2% | +21.0% | -38.2% | -28.2% |
| 1Y | -8.6% | +40.5% | -49.1% | -28.3% |
| 3Y | +3.1% | +159.7% | -156.5% | -47.1% |
| 5Y | -27.6% | +124.3% | -151.9% | -59.1% |
| 10Y | +197.6% | +351.6% | -154.0% | +3.2% |
| All | +5,062.8% | +2,025.2% | +3,037.5% | +619.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling