+1,080.4%
CCI vs RY
+4,833.5%
-3,753.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.9% |
| 7D | -0.1% | -0.9% | +0.8% | +0.4% |
| 30D | +28.4% | +5.9% | +22.5% | +24.6% |
| 3M | +20.0% | -4.3% | +24.2% | +22.7% |
| 6M | +0.8% | +12.1% | -11.3% | -5.6% |
| YTD | +3.6% | +20.3% | -16.7% | -6.8% |
| 1Y | +6.1% | +41.0% | -34.9% | -12.3% |
| 3Y | +7.2% | +157.5% | -150.3% | -36.6% |
| 5Y | -37.0% | +123.2% | -160.2% | -60.1% |
| 10Y | +54.2% | +365.7% | -311.5% | -36.6% |
| All | +1,080.4% | +4,833.5% | -3,753.0% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling