-64.8%
CSGP vs RY
+140.8%
-205.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | -4.1% | +3.1% | -7.2% | -5.8% |
| 30D | +2.3% | -0.3% | +2.6% | +2.3% |
| 3M | -8.2% | +8.7% | -16.8% | -13.1% |
| 6M | -35.1% | +28.5% | -63.6% | -44.9% |
| YTD | -54.0% | +25.1% | -79.1% | -60.4% |
| 1Y | -65.3% | +46.3% | -111.6% | -73.1% |
| 3Y | -62.6% | +154.9% | -217.5% | -80.4% |
| All | -64.8% | +140.8% | -205.5% | -80.6% |
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