+30.0%
CCJ vs RY
+45.1%
-15.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.2% |
| 7D | +4.2% | -0.5% | +4.7% | +4.8% |
| 30D | +3.2% | -1.9% | +5.1% | +5.4% |
| 3M | -1.8% | +5.1% | -7.0% | -9.9% |
| 6M | -13.5% | +28.2% | -41.7% | -42.0% |
| YTD | +9.7% | +22.9% | -13.1% | -22.0% |
| 1Y | +30.0% | +45.5% | -15.5% | -28.8% |
| All | +30.0% | +45.1% | -15.1% | -28.8% |
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 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