-7.9%
CSGP vs RY
+19.0%
-26.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +4.2% |
| 7D | +18.3% | +2.5% | +15.8% | +18.3% |
| 30D | +17.8% | +8.4% | +9.3% | +18.0% |
| 3M | +9.3% | +1.2% | +8.0% | +8.2% |
| 6M | -7.9% | +19.4% | -27.3% | -4.3% |
| All | -7.9% | +19.0% | -26.9% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling