+3,264.4%
CSGP vs RY
+4,024.2%
-759.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -4.1% | +3.1% | -7.2% | -5.6% |
| 30D | +2.3% | -0.3% | +2.6% | +2.3% |
| 3M | -8.2% | +8.7% | -16.8% | -12.4% |
| 6M | -35.1% | +28.5% | -63.6% | -43.3% |
| YTD | -54.0% | +25.1% | -79.1% | -59.4% |
| 1Y | -65.3% | +46.3% | -111.6% | -71.8% |
| 3Y | -62.6% | +154.9% | -217.5% | -77.3% |
| 5Y | -64.8% | +140.3% | -205.1% | -78.0% |
| 10Y | +45.1% | +377.0% | -332.0% | -36.8% |
| All | +3,264.4% | +4,024.2% | -759.9% | +544.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling