+816.1%
CRS vs RY
+360.9%
+455.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +1.4% |
| 7D | -1.7% | -0.9% | -0.8% | -0.7% |
| 30D | -28.8% | +5.9% | -34.7% | -33.9% |
| 3M | -50.0% | -4.3% | -45.7% | -47.5% |
| 6M | -39.2% | +12.1% | -51.3% | -48.1% |
| YTD | -11.4% | +20.3% | -31.7% | -30.8% |
| 1Y | -11.7% | +41.0% | -52.7% | -43.9% |
| 3Y | +319.6% | +157.5% | +162.1% | +16.5% |
| 5Y | +794.8% | +123.2% | +671.6% | +201.1% |
| All | +816.1% | +360.9% | +455.2% | +50.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling