+18.3%
CVS vs RY
+41.3%
-23.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.5% | +6.2% |
| 7D | -2.6% | -0.6% | -2.0% | -2.7% |
| 30D | +4.0% | +6.1% | -2.1% | +2.9% |
| 3M | -6.3% | -3.4% | -2.9% | -6.0% |
| 6M | -0.4% | +12.8% | -13.2% | -1.2% |
| YTD | +15.6% | +21.0% | -5.4% | +12.5% |
| 1Y | +18.3% | +40.5% | -22.1% | +5.1% |
| All | +18.3% | +41.3% | -23.0% | +5.1% |
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