-34.0%
CLF vs RY
+155.6%
-189.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.9% |
| 7D | -19.6% | -0.9% | -18.7% | -18.9% |
| 30D | -5.0% | +5.9% | -10.8% | -10.3% |
| 3M | -6.3% | -4.3% | -2.0% | -2.6% |
| 6M | +2.8% | +12.1% | -9.3% | -10.1% |
| YTD | -13.7% | +20.3% | -34.0% | -30.0% |
| 1Y | +13.6% | +41.0% | -27.4% | -21.9% |
| 3Y | -34.0% | +157.5% | -191.5% | -73.6% |
| All | -34.0% | +155.6% | -189.6% | -73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling