+3,231.7%
CLS vs RY
+3,994.6%
-762.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | +4.6% | +3.1% | +1.5% | +2.2% |
| 30D | -13.9% | -0.3% | -13.6% | -13.5% |
| 3M | -26.6% | +8.7% | -35.2% | -30.8% |
| 6M | +15.4% | +28.5% | -13.1% | -3.8% |
| YTD | +5.7% | +25.1% | -19.5% | -10.3% |
| 1Y | +41.1% | +46.3% | -5.2% | +6.9% |
| 3Y | +1,228.6% | +154.9% | +1,073.6% | +563.2% |
| 5Y | +3,240.6% | +140.3% | +3,100.3% | +1,654.4% |
| 10Y | +2,760.3% | +377.0% | +2,383.3% | +840.3% |
| All | +3,231.7% | +3,994.6% | -762.8% | +202.4% |
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