+261.0%
CLF vs RY
+11,266.1%
-11,005.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.4% | -9.6% |
| 7D | -21.0% | -1.1% | -19.9% | -20.2% |
| 30D | -8.0% | +4.4% | -12.4% | -12.0% |
| 3M | -10.9% | -2.9% | -8.0% | -9.0% |
| 6M | +5.8% | +15.6% | -9.8% | -8.4% |
| YTD | -15.1% | +21.8% | -37.0% | -29.9% |
| 1Y | +7.2% | +42.6% | -35.4% | -23.4% |
| 3Y | -34.2% | +160.9% | -195.1% | -73.0% |
| 5Y | -49.6% | +126.1% | -175.7% | -75.8% |
| 10Y | +109.9% | +371.7% | -261.8% | -41.1% |
| All | +261.0% | +11,266.1% | -11,005.0% | -59.2% |
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 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