+109.0%
CTVA vs RY
+140.8%
-31.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | +4.9% | +3.1% | +1.8% | +3.0% |
| 30D | +11.9% | -0.3% | +12.2% | +12.0% |
| 3M | +13.7% | +8.7% | +5.0% | +7.5% |
| 6M | +13.1% | +28.5% | -15.4% | -4.2% |
| YTD | +32.0% | +25.1% | +6.8% | +13.5% |
| 1Y | +22.1% | +46.3% | -24.2% | -5.8% |
| 3Y | +77.5% | +154.9% | -77.5% | -8.4% |
| All | +109.0% | +140.8% | -31.7% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling