+1,628.1%
CLS vs RY
+360.6%
+1,267.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.7% |
| 7D | -22.2% | -0.9% | -21.3% | -21.6% |
| 30D | -44.4% | +5.9% | -50.2% | -47.4% |
| 3M | -34.3% | -4.3% | -30.0% | -31.5% |
| 6M | -50.1% | +12.1% | -62.2% | -55.3% |
| YTD | -30.1% | +20.3% | -50.3% | -41.3% |
| 1Y | -39.3% | +41.0% | -80.4% | -56.0% |
| 3Y | +732.7% | +157.5% | +575.2% | +239.1% |
| 5Y | +1,777.2% | +123.2% | +1,654.0% | +772.4% |
| All | +1,628.1% | +360.6% | +1,267.5% | +407.3% |
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