+24.9%
CLX vs RY
+367.8%
-342.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.3% |
| 7D | +17.4% | -0.2% | +17.6% | +17.4% |
| 30D | +27.8% | +7.1% | +20.7% | +26.2% |
| 3M | +3.0% | -2.7% | +5.7% | +3.5% |
| 6M | +17.5% | +13.8% | +3.8% | +14.7% |
| YTD | +10.0% | +22.1% | -12.1% | +6.0% |
| 1Y | +3.3% | +43.1% | -39.8% | -3.2% |
| 3Y | -10.1% | +163.6% | -173.8% | -24.4% |
| 5Y | -23.7% | +126.2% | -150.0% | -34.6% |
| 10Y | +24.9% | +358.7% | -333.9% | -5.5% |
| All | +24.9% | +367.8% | -342.9% | -5.5% |
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