+351.4%
RY vs CNI
+141.6%
+209.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.2% |
| 7D | -3.0% | -1.1% | -1.9% | -2.4% |
| 30D | +6.3% | +7.6% | -1.4% | +2.2% |
| 3M | -2.6% | +1.6% | -4.1% | -3.5% |
| 6M | +13.9% | +16.6% | -2.7% | +4.5% |
| YTD | +21.7% | +31.3% | -9.6% | +3.9% |
| 1Y | +40.4% | +35.2% | +5.2% | +17.8% |
| 3Y | +161.3% | +21.5% | +139.9% | +128.8% |
| 5Y | +126.5% | +8.5% | +118.0% | +108.3% |
| All | +351.4% | +141.6% | +209.7% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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