+2,093.5%
CLS vs RY
+3,886.7%
-1,793.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.9% | -10.1% | -10.8% |
| 7D | -27.3% | -1.1% | -26.2% | -26.7% |
| 30D | -47.0% | +4.4% | -51.5% | -48.7% |
| 3M | -43.3% | -2.9% | -40.4% | -42.0% |
| 6M | -50.8% | +15.6% | -66.3% | -55.8% |
| YTD | -30.4% | +21.8% | -52.3% | -39.8% |
| 1Y | -41.7% | +42.6% | -84.3% | -55.0% |
| 3Y | +701.4% | +160.9% | +540.5% | +293.2% |
| 5Y | +1,767.8% | +126.1% | +1,641.7% | +922.7% |
| 10Y | +1,636.8% | +371.7% | +1,265.1% | +475.6% |
| All | +2,093.5% | +3,886.7% | -1,793.2% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling