-32.5%
CLS vs RY
+40.4%
-72.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +7.6% |
| 7D | -13.9% | -0.6% | -13.3% | -13.0% |
| 30D | -38.2% | +6.1% | -44.3% | -42.6% |
| 3M | -28.8% | -3.4% | -25.5% | -25.2% |
| 6M | -40.4% | +12.8% | -53.2% | -49.5% |
| YTD | -24.3% | +21.0% | -45.3% | -43.9% |
| All | -32.5% | +40.4% | -72.9% | -62.1% |
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