+1,061.3%
CCJ vs RY
+371.9%
+689.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.7% |
| 7D | +0.7% | +3.1% | -2.4% | -1.6% |
| 30D | +6.9% | -0.3% | +7.2% | +7.1% |
| 3M | -11.6% | +8.7% | -20.3% | -17.4% |
| 6M | -16.2% | +28.5% | -44.8% | -31.0% |
| YTD | +10.1% | +25.1% | -15.0% | -7.3% |
| 1Y | +32.3% | +46.3% | -14.0% | -0.9% |
| 3Y | +171.3% | +154.9% | +16.4% | +33.6% |
| 5Y | +372.4% | +140.3% | +232.1% | +143.4% |
| All | +1,061.3% | +371.9% | +689.4% | +252.3% |
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 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