+332.3%
CRS vs RY
+160.3%
+172.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.5% |
| 7D | +4.8% | +0.6% | +4.2% | +4.4% |
| 30D | -23.2% | +5.0% | -28.2% | -26.2% |
| 3M | -45.5% | -5.3% | -40.2% | -42.9% |
| 6M | -33.1% | +13.8% | -46.9% | -40.5% |
| YTD | -7.2% | +21.0% | -28.2% | -21.8% |
| 1Y | -10.0% | +40.5% | -50.5% | -33.0% |
| 3Y | +332.3% | +159.7% | +172.7% | +96.1% |
| All | +332.3% | +160.3% | +172.0% | +96.1% |
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