+2,186.9%
CL vs RY
+11,602.4%
-9,415.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.2% | +2.4% |
| 7D | +7.7% | +2.5% | +5.3% | +7.0% |
| 30D | +15.2% | +8.4% | +6.8% | +12.5% |
| 3M | +7.3% | +1.2% | +6.1% | +6.9% |
| 6M | +17.0% | +19.4% | -2.3% | +10.8% |
| YTD | +28.0% | +25.4% | +2.6% | +19.2% |
| 1Y | +32.1% | +46.7% | -14.6% | +17.4% |
| 3Y | +41.5% | +168.6% | -127.1% | +4.3% |
| 5Y | +43.9% | +132.3% | -88.4% | +9.8% |
| 10Y | +79.8% | +385.7% | -305.9% | +8.1% |
| All | +2,186.9% | +11,602.4% | -9,415.5% | +394.9% |
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