+157.0%
CCJ vs RY
+122.0%
+35.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +5.5% |
| 7D | -7.3% | -0.9% | -6.4% | -6.7% |
| 30D | -20.0% | +5.9% | -25.8% | -23.9% |
| 3M | -23.8% | -4.3% | -19.6% | -20.9% |
| 6M | -42.4% | +12.1% | -54.5% | -48.1% |
| YTD | -22.1% | +20.3% | -42.3% | -33.6% |
| 1Y | -20.8% | +41.0% | -61.8% | -40.7% |
| 3Y | +75.7% | +157.5% | -81.8% | -18.9% |
| All | +157.0% | +122.0% | +35.0% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling