+62.7%
CCJ vs RY
+160.3%
-97.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -0.8% | +0.6% | -1.4% | -1.2% |
| 30D | -13.2% | +5.0% | -18.2% | -17.0% |
| 3M | -27.6% | -5.3% | -22.3% | -23.9% |
| 6M | -38.7% | +13.8% | -52.5% | -45.9% |
| YTD | -22.7% | +21.0% | -43.6% | -35.4% |
| 1Y | -17.6% | +40.5% | -58.1% | -39.0% |
| 3Y | +62.7% | +159.7% | -97.0% | -14.7% |
| All | +62.7% | +160.3% | -97.6% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling