+5.6%
CVS vs RY
+46.4%
-40.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.0% | -15.6% | -12.5% |
| 7D | -11.1% | +2.5% | -13.6% | -11.0% |
| 30D | -7.4% | +8.4% | -15.9% | -8.1% |
| 3M | -22.9% | +1.2% | -24.1% | -22.6% |
| 6M | -1.2% | +19.4% | -20.6% | -1.9% |
| YTD | +3.9% | +25.4% | -21.6% | +1.4% |
| 1Y | +5.6% | +46.7% | -41.1% | -4.9% |
| All | +5.6% | +46.4% | -40.8% | -4.9% |
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