+5,793.7%
CRM vs RY
+2,081.8%
+3,711.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.4% |
| 7D | -3.5% | +2.7% | -6.2% | -5.1% |
| 30D | +29.3% | -1.0% | +30.2% | +29.6% |
| 3M | +36.8% | +7.6% | +29.2% | +29.3% |
| 6M | +23.9% | +29.5% | -5.6% | +3.2% |
| YTD | -5.5% | +24.2% | -29.7% | -19.3% |
| 1Y | -0.4% | +46.4% | -46.8% | -23.8% |
| 3Y | +12.8% | +159.4% | -146.7% | -42.1% |
| 5Y | -3.5% | +141.8% | -145.3% | -48.0% |
| 10Y | +238.4% | +373.9% | -135.4% | +13.9% |
| All | +5,793.7% | +2,081.8% | +3,711.9% | +709.7% |
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