+31.8%
CLX vs RY
+351.1%
-319.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | +9.5% | +0.6% | +8.9% | +9.4% |
| 30D | +30.7% | +5.0% | +25.7% | +29.5% |
| 3M | +4.2% | -5.3% | +9.5% | +5.3% |
| 6M | +22.1% | +13.8% | +8.3% | +19.2% |
| YTD | +14.1% | +21.0% | -6.9% | +10.1% |
| 1Y | +10.3% | +40.5% | -30.2% | +3.7% |
| 3Y | -7.8% | +159.7% | -167.5% | -22.2% |
| 5Y | -20.8% | +124.3% | -145.2% | -32.1% |
| All | +31.8% | +351.1% | -319.3% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling