+73.4%
CL vs RY
+360.6%
-287.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.8% |
| 7D | +1.3% | -0.9% | +2.2% | +1.6% |
| 30D | +11.4% | +5.9% | +5.5% | +9.4% |
| 3M | +4.4% | -4.3% | +8.7% | +5.7% |
| 6M | +10.8% | +12.1% | -1.3% | +6.5% |
| YTD | +25.1% | +20.3% | +4.9% | +17.5% |
| 1Y | +28.0% | +41.0% | -13.0% | +14.0% |
| 3Y | +37.6% | +157.5% | -119.9% | -0.5% |
| 5Y | +39.7% | +123.2% | -83.5% | +5.1% |
| All | +73.4% | +360.6% | -287.2% | +3.5% |
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