+60.4%
CVS vs RY
+351.1%
-290.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +6.6% | +0.6% | +6.0% | +6.3% |
| 30D | -0.4% | +5.0% | -5.5% | -3.1% |
| 3M | -5.3% | -5.3% | 0.0% | -3.3% |
| 6M | -7.7% | +13.8% | -21.5% | -13.9% |
| YTD | +16.0% | +21.0% | -4.9% | +4.7% |
| 1Y | +16.2% | +40.5% | -24.3% | -2.8% |
| 3Y | +47.6% | +159.7% | -112.1% | -11.2% |
| 5Y | +12.3% | +124.3% | -112.0% | -27.7% |
| All | +60.4% | +351.1% | -290.7% | -17.5% |
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