+648.9%
CRS vs RY
+159.6%
+489.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -2.9% |
| 7D | -3.1% | +2.7% | -5.8% | -5.4% |
| 30D | -19.6% | -1.0% | -18.6% | -18.9% |
| 3M | -8.1% | +7.6% | -15.7% | -14.2% |
| 6M | +18.6% | +29.5% | -10.9% | -5.6% |
| YTD | +45.9% | +24.2% | +21.7% | +19.8% |
| 1Y | +82.5% | +46.4% | +36.1% | +30.2% |
| 3Y | +648.9% | +159.4% | +489.5% | +216.8% |
| All | +648.9% | +159.6% | +489.3% | +216.8% |
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 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