+131.2%
CTVA vs RY
+243.0%
-111.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.4% | -23.9% | -24.0% |
| 7D | -23.7% | -0.5% | -23.1% | -23.3% |
| 30D | -31.2% | +4.7% | -36.0% | -33.4% |
| 3M | -18.7% | -4.5% | -14.3% | -16.4% |
| 6M | -25.5% | +12.5% | -38.0% | -32.3% |
| YTD | -8.0% | +21.1% | -29.2% | -21.2% |
| 1Y | -7.0% | +38.6% | -45.6% | -28.1% |
| 3Y | +45.2% | +160.2% | -115.0% | -31.6% |
| 5Y | +32.3% | +124.7% | -92.4% | -30.9% |
| All | +131.2% | +243.0% | -111.8% | -12.2% |
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