+38.6%
RY vs CAI
-5.1%
+43.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.3% |
| 7D | -0.5% | -8.0% | +7.4% | 0.0% |
| 30D | +4.7% | -18.9% | +23.6% | +6.1% |
| 3M | -4.5% | +7.6% | -12.1% | -4.9% |
| 6M | +12.5% | +43.0% | -30.4% | +9.0% |
| YTD | +21.1% | -11.2% | +32.3% | +18.9% |
| 1Y | +38.6% | -3.3% | +41.9% | +34.4% |
| All | +38.6% | -5.1% | +43.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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