+728.5%
CLS vs RY
+158.9%
+569.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.9% | -10.1% | -10.3% |
| 7D | -27.3% | -1.1% | -26.2% | -26.4% |
| 30D | -47.0% | +4.4% | -51.5% | -49.1% |
| 3M | -43.3% | -2.9% | -40.4% | -41.6% |
| 6M | -50.8% | +15.6% | -66.3% | -56.9% |
| YTD | -30.4% | +21.8% | -52.3% | -42.1% |
| 1Y | -41.7% | +42.6% | -84.3% | -57.3% |
| All | +728.5% | +158.9% | +569.6% | +285.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling