-17.5%
CLF vs RY
+154.9%
-172.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.5% |
| 7D | +7.6% | +3.1% | +4.5% | +4.4% |
| 30D | -1.2% | -0.3% | -0.9% | -0.8% |
| 3M | -13.4% | +8.7% | -22.0% | -20.7% |
| 6M | +15.4% | +28.5% | -13.1% | -10.7% |
| YTD | -5.9% | +25.1% | -31.0% | -25.3% |
| 1Y | +18.8% | +46.3% | -27.5% | -18.8% |
| All | -17.5% | +154.9% | -172.4% | -63.6% |
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