+793.8%
CCJ vs RY
+360.9%
+432.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +5.3% |
| 7D | -7.3% | -0.9% | -6.4% | -6.8% |
| 30D | -20.0% | +5.9% | -25.8% | -23.5% |
| 3M | -23.8% | -4.3% | -19.6% | -21.2% |
| 6M | -42.4% | +12.1% | -54.5% | -47.5% |
| YTD | -22.1% | +20.3% | -42.3% | -32.3% |
| 1Y | -20.8% | +41.0% | -61.8% | -39.0% |
| 3Y | +75.7% | +157.5% | -81.8% | -13.7% |
| 5Y | +167.4% | +123.2% | +44.3% | +45.6% |
| All | +793.8% | +360.9% | +432.9% | +203.7% |
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