+146.0%
CCL vs RY
+160.5%
-14.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.2% |
| 7D | +5.8% | -0.6% | +6.4% | +6.8% |
| 30D | +17.3% | +6.1% | +11.1% | +10.0% |
| 3M | +11.3% | -3.4% | +14.7% | +15.9% |
| 6M | +18.5% | +12.8% | +5.7% | +3.0% |
| YTD | +2.8% | +21.0% | -18.2% | -17.3% |
| 1Y | +16.7% | +40.5% | -23.7% | -19.3% |
| 3Y | +146.0% | +159.9% | -13.9% | -2.0% |
| All | +146.0% | +160.5% | -14.5% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling