-12.9%
CLX vs RY
+158.9%
-171.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.3% |
| 7D | +12.4% | -1.1% | +13.5% | +12.7% |
| 30D | +21.1% | +4.4% | +16.7% | +19.9% |
| 3M | -3.3% | -2.9% | -0.4% | -2.8% |
| 6M | +18.8% | +15.6% | +3.2% | +14.9% |
| YTD | +3.9% | +21.8% | -17.9% | -0.8% |
| 1Y | -3.8% | +42.6% | -46.4% | -10.7% |
| All | -12.9% | +158.9% | -171.8% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling