+5.7%
CVS vs RY
+122.0%
-116.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.6% |
| 7D | -7.1% | -0.9% | -6.2% | -7.1% |
| 30D | -4.0% | +5.9% | -9.8% | -6.5% |
| 3M | -12.2% | -4.3% | -8.0% | -11.1% |
| 6M | -2.2% | +12.1% | -14.3% | -7.2% |
| YTD | +8.9% | +20.3% | -11.4% | -0.1% |
| 1Y | +9.9% | +41.0% | -31.1% | -6.1% |
| 3Y | +32.1% | +157.5% | -125.4% | -17.0% |
| All | +5.7% | +122.0% | -116.3% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling