-33.8%
CCL vs RY
+351.8%
-385.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -3.7% |
| 7D | -0.3% | -0.5% | +0.2% | +0.5% |
| 30D | +10.3% | +4.7% | +5.6% | +3.6% |
| 3M | +6.6% | -4.5% | +11.1% | +13.9% |
| 6M | +20.0% | +12.5% | +7.5% | +0.9% |
| YTD | -1.9% | +21.1% | -23.0% | -25.4% |
| 1Y | +10.4% | +38.6% | -28.2% | -30.7% |
| 3Y | +134.8% | +160.2% | -25.3% | -42.8% |
| 5Y | +34.0% | +124.7% | -90.7% | -57.9% |
| All | -33.8% | +351.8% | -385.6% | -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