-29.6%
CLS vs RY
+46.4%
-76.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.0% | -12.1% | -12.5% |
| 7D | -21.1% | +2.5% | -23.6% | -23.6% |
| 30D | -38.2% | +8.4% | -46.7% | -44.3% |
| 3M | -36.3% | +1.2% | -37.5% | -37.1% |
| 6M | -43.8% | +19.4% | -63.2% | -56.2% |
| YTD | -20.0% | +25.4% | -45.4% | -43.8% |
| 1Y | -29.6% | +46.7% | -76.3% | -64.1% |
| All | -29.6% | +46.4% | -76.0% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling