+32.3%
CCJ vs RY
+46.1%
-13.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.0% |
| 7D | +0.7% | +3.1% | -2.4% | -3.0% |
| 30D | +6.9% | -0.3% | +7.2% | +7.1% |
| 3M | -11.6% | +8.7% | -20.3% | -22.5% |
| 6M | -16.2% | +28.5% | -44.8% | -43.6% |
| YTD | +10.1% | +25.1% | -15.0% | -23.3% |
| 1Y | +32.3% | +46.3% | -14.0% | -27.3% |
| All | +32.3% | +46.1% | -13.8% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling