+29.3%
CLX vs RY
+354.4%
-325.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.5% |
| 7D | +13.6% | -0.6% | +14.2% | +13.8% |
| 30D | +29.1% | +6.1% | +22.9% | +27.6% |
| 3M | +1.6% | -3.4% | +5.0% | +2.2% |
| 6M | +18.7% | +12.8% | +5.9% | +16.1% |
| YTD | +11.1% | +21.0% | -9.9% | +7.2% |
| 1Y | +7.0% | +40.5% | -33.5% | +0.6% |
| 3Y | -10.0% | +159.9% | -169.9% | -24.1% |
| 5Y | -22.6% | +125.0% | -147.6% | -33.6% |
| 10Y | +29.3% | +350.6% | -321.2% | -3.0% |
| All | +29.3% | +354.4% | -325.0% | -3.0% |
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