+19.1%
CLX vs RY
+360.6%
-341.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.5% |
| 7D | +13.6% | -0.9% | +14.5% | +13.8% |
| 30D | +23.4% | +5.9% | +17.5% | +22.1% |
| 3M | -2.8% | -4.3% | +1.4% | -2.1% |
| 6M | +14.0% | +12.1% | +1.9% | +11.6% |
| YTD | +4.2% | +20.3% | -16.1% | +0.7% |
| 1Y | -1.2% | +41.0% | -42.2% | -7.1% |
| 3Y | -12.7% | +157.5% | -170.2% | -26.2% |
| 5Y | -26.5% | +123.2% | -149.7% | -36.8% |
| All | +19.1% | +360.6% | -341.4% | -10.3% |
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