+322.9%
CCL vs RY
+11,121.0%
-10,798.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +1.0% |
| 7D | +2.6% | -0.9% | +3.5% | +3.5% |
| 30D | +13.1% | +5.9% | +7.3% | +8.5% |
| 3M | +3.3% | -4.3% | +7.6% | +7.0% |
| 6M | +8.7% | +12.1% | -3.4% | -0.3% |
| YTD | -1.6% | +20.3% | -21.8% | -14.0% |
| 1Y | +14.0% | +41.0% | -27.0% | -11.7% |
| 3Y | +145.1% | +157.5% | -12.4% | +20.6% |
| 5Y | +21.2% | +123.2% | -101.9% | -31.0% |
| 10Y | -29.8% | +365.7% | -395.5% | -72.9% |
| All | +322.9% | +11,121.0% | -10,798.1% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling