+1,583.6%
CCJ vs RY
+11,573.6%
-9,990.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +0.7% | +3.1% | -2.4% | -1.3% |
| 30D | +6.9% | -0.3% | +7.2% | +7.1% |
| 3M | -11.6% | +8.7% | -20.3% | -16.4% |
| 6M | -16.2% | +28.5% | -44.8% | -28.7% |
| YTD | +10.1% | +25.1% | -15.0% | -4.5% |
| 1Y | +32.3% | +46.3% | -14.0% | +3.9% |
| 3Y | +171.3% | +154.9% | +16.4% | +48.7% |
| 5Y | +372.4% | +140.3% | +232.1% | +169.9% |
| 10Y | +1,070.0% | +377.0% | +693.0% | +331.5% |
| All | +1,583.6% | +11,573.6% | -9,990.0% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling