-61.3%
CSGP vs RY
+131.8%
-193.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +2.3% |
| 7D | +18.3% | +2.5% | +15.8% | +16.7% |
| 30D | +17.8% | +8.4% | +9.3% | +12.3% |
| 3M | +9.3% | +1.2% | +8.0% | +8.2% |
| 6M | -7.9% | +19.4% | -27.3% | -18.0% |
| YTD | -51.5% | +25.4% | -77.0% | -58.3% |
| 1Y | -53.3% | +46.7% | -100.0% | -63.9% |
| 3Y | -57.9% | +168.6% | -226.5% | -78.7% |
| 5Y | -61.3% | +132.3% | -193.6% | -77.5% |
| All | -61.3% | +131.8% | -193.1% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling