+2,755.1%
CLS vs RY
+373.9%
+2,381.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.5% |
| 7D | +4.6% | +3.1% | +1.5% | +1.6% |
| 30D | -13.9% | -0.3% | -13.6% | -13.5% |
| 3M | -26.6% | +8.7% | -35.2% | -31.9% |
| 6M | +15.4% | +28.5% | -13.1% | -8.5% |
| YTD | +5.7% | +25.1% | -19.5% | -14.3% |
| 1Y | +41.1% | +46.3% | -5.2% | -0.8% |
| 3Y | +1,228.6% | +154.9% | +1,073.6% | +448.0% |
| 5Y | +3,240.6% | +140.3% | +3,100.3% | +1,356.2% |
| All | +2,755.1% | +373.9% | +2,381.2% | +676.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling