+22.1%
CTVA vs RY
+46.1%
-24.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +4.9% | +3.1% | +1.8% | +4.9% |
| 30D | +11.9% | -0.3% | +12.2% | +11.9% |
| 3M | +13.7% | +8.7% | +5.0% | +12.6% |
| 6M | +13.1% | +28.5% | -15.4% | +9.4% |
| YTD | +32.0% | +25.1% | +6.8% | +27.7% |
| 1Y | +22.1% | +46.3% | -24.2% | +11.4% |
| All | +22.1% | +46.1% | -24.0% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling