-36.9%
CCI vs RY
+122.0%
-158.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.0% |
| 7D | -0.1% | -0.9% | +0.8% | +0.4% |
| 30D | +28.4% | +5.9% | +22.5% | +25.1% |
| 3M | +20.0% | -4.3% | +24.2% | +22.3% |
| 6M | +0.8% | +12.1% | -11.3% | -5.1% |
| YTD | +3.6% | +20.3% | -16.7% | -6.0% |
| 1Y | +6.1% | +41.0% | -34.9% | -11.2% |
| 3Y | +7.2% | +157.5% | -150.3% | -37.0% |
| All | -36.9% | +122.0% | -158.9% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling