+77.2%
CL vs RY
+366.5%
-289.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.8% |
| 7D | +5.9% | -1.1% | +7.0% | +6.3% |
| 30D | +13.8% | +4.4% | +9.3% | +12.2% |
| 3M | +6.4% | -2.9% | +9.4% | +7.3% |
| 6M | +15.6% | +15.6% | +0.1% | +10.1% |
| YTD | +27.9% | +21.8% | +6.1% | +19.6% |
| 1Y | +31.4% | +42.6% | -11.2% | +16.7% |
| 3Y | +41.4% | +160.9% | -119.5% | +1.8% |
| 5Y | +42.8% | +126.1% | -83.3% | +7.0% |
| All | +77.2% | +366.5% | -289.3% | +5.3% |
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 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