+40.5%
CVS vs RY
+371.6%
-331.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -1.6% | +2.7% | -4.3% | -2.8% |
| 30D | +0.4% | -1.0% | +1.4% | +0.8% |
| 3M | -0.4% | +7.6% | -8.1% | -4.1% |
| 6M | +25.1% | +29.5% | -4.3% | +10.1% |
| YTD | +23.9% | +24.2% | -0.3% | +10.9% |
| 1Y | +41.1% | +46.4% | -5.3% | +16.3% |
| 3Y | +63.6% | +159.4% | -95.8% | -0.7% |
| 5Y | +31.5% | +141.8% | -110.3% | -18.0% |
| 10Y | +40.5% | +373.9% | -333.4% | -30.6% |
| All | +40.5% | +371.6% | -331.1% | -30.6% |
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