+224.3%
CTVA vs RY
+251.6%
-27.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.7% |
| 7D | -2.1% | +2.7% | -4.8% | -3.9% |
| 30D | +12.0% | -1.0% | +13.0% | +12.6% |
| 3M | +13.5% | +7.6% | +5.8% | +7.0% |
| 6M | +12.1% | +29.5% | -17.3% | -8.0% |
| YTD | +29.0% | +24.2% | +4.8% | +8.9% |
| 1Y | +18.9% | +46.4% | -27.5% | -11.5% |
| 3Y | +78.9% | +159.4% | -80.5% | -15.4% |
| 5Y | +105.2% | +141.8% | -36.6% | +1.5% |
| All | +224.3% | +251.6% | -27.3% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling