+49.5%
CVS vs RY
+360.9%
-311.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.7% |
| 7D | -7.1% | -0.9% | -6.2% | -7.0% |
| 30D | -4.0% | +5.9% | -9.8% | -6.9% |
| 3M | -12.2% | -4.3% | -8.0% | -10.8% |
| 6M | -2.2% | +12.1% | -14.3% | -8.1% |
| YTD | +8.9% | +20.3% | -11.4% | -1.5% |
| 1Y | +9.9% | +41.0% | -31.1% | -8.3% |
| 3Y | +32.1% | +157.5% | -125.4% | -20.3% |
| 5Y | +5.7% | +123.2% | -117.5% | -31.9% |
| All | +49.5% | +360.9% | -311.4% | -23.6% |
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