-29.4%
CCL vs RY
+355.6%
-385.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -1.0% |
| 7D | -1.5% | -3.0% | +1.4% | +2.9% |
| 30D | +16.5% | +6.3% | +10.2% | +7.1% |
| 3M | +11.2% | -2.6% | +13.8% | +15.4% |
| 6M | +22.6% | +13.9% | +8.7% | +1.2% |
| YTD | +2.6% | +21.7% | -19.1% | -22.5% |
| 1Y | +17.0% | +40.4% | -23.5% | -28.0% |
| 3Y | +145.5% | +161.3% | -15.8% | -40.6% |
| 5Y | +36.1% | +126.5% | -90.4% | -57.7% |
| 10Y | -29.4% | +354.3% | -383.8% | -88.6% |
| All | -29.4% | +355.6% | -385.1% | -88.6% |
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