+7,006.8%
RY vs CNI
+6,541.6%
+465.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +3.1% | -2.1% | +5.2% | +4.2% |
| 30D | -0.3% | -3.3% | +2.9% | +1.3% |
| 3M | +8.7% | +3.8% | +4.9% | +6.2% |
| 6M | +28.5% | +12.7% | +15.9% | +20.1% |
| YTD | +25.1% | +26.3% | -1.2% | +9.8% |
| 1Y | +46.3% | +29.9% | +16.4% | +26.2% |
| 3Y | +154.9% | +15.9% | +139.0% | +130.2% |
| 5Y | +140.3% | +6.9% | +133.3% | +122.8% |
| 10Y | +377.0% | +126.8% | +250.3% | +192.4% |
| All | +7,006.8% | +6,541.6% | +465.2% | +1,003.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling