-28.5%
CCL vs RY
+367.8%
-396.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +2.0% |
| 7D | +3.1% | -0.2% | +3.2% | +3.6% |
| 30D | +17.5% | +7.1% | +10.5% | +6.9% |
| 3M | +6.8% | -2.7% | +9.5% | +11.1% |
| 6M | +18.7% | +13.8% | +5.0% | -1.7% |
| YTD | +3.0% | +22.1% | -19.0% | -22.5% |
| 1Y | +17.7% | +43.1% | -25.4% | -29.4% |
| 3Y | +155.6% | +163.6% | -8.0% | -38.9% |
| 5Y | +30.2% | +126.2% | -96.0% | -59.5% |
| 10Y | -28.5% | +358.7% | -387.2% | -88.5% |
| All | -28.5% | +367.8% | -396.2% | -88.5% |
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