-34.0%
CCL vs RY
+351.1%
-385.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.9% |
| 30D | +13.1% | +5.0% | +8.1% | +5.8% |
| 3M | +3.4% | -5.3% | +8.7% | +11.8% |
| 6M | +18.7% | +13.8% | +4.9% | -1.8% |
| YTD | -2.3% | +21.0% | -23.2% | -25.5% |
| 1Y | +14.2% | +40.5% | -26.3% | -29.7% |
| 3Y | +133.6% | +159.7% | -26.1% | -42.9% |
| 5Y | +33.5% | +124.3% | -90.8% | -57.9% |
| All | -34.0% | +351.1% | -385.1% | -89.2% |
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 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