+141.8%
RY vs CNI
+11.4%
+130.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.7% | +2.5% | +0.2% | +1.6% |
| 30D | -1.0% | -2.5% | +1.5% | 0.0% |
| 3M | +7.6% | +2.7% | +4.9% | +6.0% |
| 6M | +29.5% | +16.9% | +12.5% | +19.9% |
| YTD | +24.2% | +26.3% | -2.2% | +10.6% |
| 1Y | +46.4% | +31.1% | +15.3% | +27.8% |
| 3Y | +159.4% | +21.1% | +138.3% | +132.1% |
| 5Y | +141.8% | +11.0% | +130.8% | +124.6% |
| All | +141.8% | +11.4% | +130.4% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling