+49.3%
CL vs RY
+373.9%
-324.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -2.2% | +3.1% | -5.3% | -3.1% |
| 30D | -4.8% | -0.3% | -4.5% | -4.8% |
| 3M | +4.9% | +8.7% | -3.7% | +2.0% |
| 6M | -5.7% | +28.5% | -34.3% | -13.2% |
| YTD | +14.4% | +25.1% | -10.7% | +6.1% |
| 1Y | +8.7% | +46.3% | -37.5% | -4.2% |
| 3Y | +30.0% | +154.9% | -125.0% | -5.8% |
| 5Y | +28.4% | +140.3% | -111.9% | -6.0% |
| All | +49.3% | +373.9% | -324.6% | -14.5% |
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