-49.6%
CLF vs RY
+124.6%
-174.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.4% | -9.1% |
| 7D | -21.0% | -1.1% | -19.9% | -20.1% |
| 30D | -8.0% | +4.4% | -12.4% | -12.7% |
| 3M | -10.9% | -2.9% | -8.0% | -8.4% |
| 6M | +5.8% | +15.6% | -9.8% | -12.1% |
| YTD | -15.1% | +21.8% | -37.0% | -33.7% |
| 1Y | +7.2% | +42.6% | -35.4% | -30.5% |
| 3Y | -34.2% | +160.9% | -195.1% | -79.7% |
| 5Y | -49.6% | +126.1% | -175.7% | -81.0% |
| All | -49.6% | +124.6% | -174.2% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling