+2,089.9%
CLS vs RY
+125.1%
+1,964.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +5.0% |
| 7D | +23.5% | -0.5% | +24.1% | +24.3% |
| 30D | -28.9% | +4.7% | -33.7% | -32.0% |
| 3M | -25.2% | -4.5% | -20.7% | -21.8% |
| 6M | -32.1% | +12.5% | -44.6% | -39.2% |
| YTD | -14.1% | +21.1% | -35.2% | -28.2% |
| 1Y | -24.1% | +38.6% | -62.7% | -43.7% |
| 3Y | +897.0% | +160.2% | +736.8% | +311.0% |
| 5Y | +2,089.9% | +124.7% | +1,965.2% | +895.6% |
| All | +2,089.9% | +125.1% | +1,964.8% | +895.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling