-61.5%
CSGP vs RY
+124.6%
-186.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | 0.0% |
| 7D | +13.9% | -1.1% | +15.0% | +14.6% |
| 30D | +16.0% | +4.4% | +11.6% | +13.0% |
| 3M | +6.1% | -2.9% | +9.0% | +7.6% |
| 6M | -8.2% | +15.6% | -23.7% | -16.7% |
| YTD | -52.3% | +21.8% | -74.2% | -58.3% |
| 1Y | -54.5% | +42.6% | -97.1% | -64.3% |
| 3Y | -58.6% | +160.9% | -219.5% | -78.7% |
| 5Y | -61.5% | +126.1% | -187.6% | -77.6% |
| All | -61.5% | +124.6% | -186.1% | -77.6% |
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