+1,242.3%
CLS vs RY
+159.8%
+1,082.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.4% |
| 3M | -26.6% | +8.7% | -35.2% | -31.7% |
| 6M | +15.4% | +28.5% | -13.1% | -7.7% |
| YTD | +5.7% | +25.1% | -19.5% | -13.7% |
| 1Y | +41.1% | +46.3% | -5.2% | +1.7% |
| All | +1,242.3% | +159.8% | +1,082.5% | +538.8% |
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