+16.6%
CCI vs RY
+371.9%
-355.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -0.4% | +3.1% | -3.5% | -1.9% |
| 30D | +2.7% | -0.3% | +3.0% | +2.8% |
| 3M | -18.2% | +8.7% | -26.9% | -21.8% |
| 6M | -14.8% | +28.5% | -43.3% | -25.0% |
| YTD | -12.6% | +25.1% | -37.7% | -22.2% |
| 1Y | -16.7% | +46.3% | -63.0% | -31.6% |
| 3Y | -10.5% | +154.9% | -165.5% | -45.4% |
| 5Y | -51.4% | +140.3% | -191.7% | -69.7% |
| All | +16.6% | +371.9% | -355.2% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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