+46.4%
RY vs CAI
-28.5%
+74.9%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +2.7% | +0.2% | +2.6% | +2.7% |
| 30D | -1.0% | +9.1% | -10.1% | -1.4% |
| 3M | +7.6% | +53.8% | -46.1% | +4.5% |
| 6M | +29.5% | +33.5% | -4.1% | +25.9% |
| YTD | +24.2% | -8.0% | +32.2% | +21.8% |
| 1Y | +46.4% | -28.7% | +75.1% | +45.2% |
| All | +46.4% | -28.5% | +74.9% | +45.2% |
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