+838.1%
CLS vs RY
+160.3%
+677.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.2% |
| 7D | +16.3% | +0.6% | +15.7% | +15.8% |
| 30D | -25.7% | +5.0% | -30.7% | -29.0% |
| 3M | -30.9% | -5.3% | -25.6% | -27.1% |
| 6M | -35.5% | +13.8% | -49.3% | -42.6% |
| YTD | -18.7% | +21.0% | -39.6% | -31.8% |
| 1Y | -17.9% | +40.5% | -58.4% | -39.1% |
| 3Y | +838.1% | +159.7% | +678.4% | +336.0% |
| All | +838.1% | +160.3% | +677.8% | +336.0% |
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