-1.6%
CLSK vs RY
+139.4%
-140.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | +0.3% |
| 7D | +17.2% | -0.5% | +17.7% | +18.4% |
| 30D | +14.6% | -1.9% | +16.5% | +18.3% |
| 3M | -16.8% | +5.1% | -22.0% | -23.4% |
| 6M | +38.2% | +28.2% | +10.0% | -8.8% |
| YTD | +31.2% | +22.9% | +8.4% | -6.3% |
| 1Y | +37.3% | +45.5% | -8.1% | -25.8% |
| 3Y | +201.8% | +156.7% | +45.1% | -38.3% |
| 5Y | -1.6% | +137.7% | -139.3% | -76.9% |
| All | -1.6% | +139.4% | -140.9% | -76.9% |
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