+76.3%
CL vs RY
+367.8%
-291.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +11.6% | +7.1% | +4.5% | +9.3% |
| 3M | +5.6% | -2.7% | +8.3% | +6.4% |
| 6M | +13.2% | +13.8% | -0.6% | +8.3% |
| YTD | +26.9% | +22.1% | +4.9% | +18.6% |
| 1Y | +27.3% | +43.1% | -15.7% | +13.0% |
| 3Y | +39.7% | +163.6% | -123.9% | +0.3% |
| 5Y | +41.3% | +126.2% | -84.9% | +5.9% |
| 10Y | +76.3% | +358.7% | -282.4% | +5.6% |
| All | +76.3% | +367.8% | -291.5% | +5.6% |
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