+311.3%
CLF vs RY
+11,602.4%
-11,291.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.0% | -12.2% | -12.0% |
| 7D | -7.9% | +2.5% | -10.3% | -10.3% |
| 30D | +5.2% | +8.4% | -3.2% | -3.0% |
| 3M | +4.3% | +1.2% | +3.1% | +2.2% |
| 6M | +25.3% | +19.4% | +5.9% | +5.0% |
| YTD | -3.3% | +25.4% | -28.7% | -22.5% |
| 1Y | +20.2% | +46.7% | -26.5% | -16.5% |
| 3Y | -25.0% | +168.6% | -193.6% | -70.1% |
| 5Y | -42.1% | +132.3% | -174.4% | -73.0% |
| 10Y | +139.1% | +385.7% | -246.5% | -34.8% |
| All | +311.3% | +11,602.4% | -11,291.1% | -54.9% |
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