+76.0%
CTAS vs RY
+155.6%
-79.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | +12.8% | +5.9% | +6.9% | +10.2% |
| 3M | +10.3% | -4.3% | +14.6% | +12.1% |
| 6M | +32.0% | +12.1% | +19.9% | +24.5% |
| YTD | +19.1% | +20.3% | -1.1% | +8.5% |
| 1Y | +21.5% | +41.0% | -19.5% | +2.3% |
| 3Y | +76.0% | +157.5% | -81.5% | +18.4% |
| All | +76.0% | +155.6% | -79.5% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling