+83.5%
CLF vs RY
+354.4%
-270.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +0.6% | +11.6% | +11.4% |
| 7D | -9.1% | -0.6% | -8.5% | -8.5% |
| 30D | -0.9% | +6.1% | -7.1% | -8.9% |
| 3M | +3.0% | -3.4% | +6.3% | +6.6% |
| 6M | +16.7% | +12.8% | +3.9% | -2.5% |
| YTD | -3.2% | +21.0% | -24.2% | -26.4% |
| 1Y | +24.6% | +40.5% | -15.8% | -22.4% |
| 3Y | -22.3% | +159.9% | -182.2% | -79.5% |
| 5Y | -41.2% | +125.0% | -166.2% | -80.7% |
| 10Y | +83.5% | +350.6% | -267.0% | -68.2% |
| All | +83.5% | +354.4% | -270.8% | -68.2% |
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