-10.2%
CLX vs RY
+160.4%
-170.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +27.2% |
| 3M | +1.6% | -3.4% | +5.0% | +2.3% |
| 6M | +18.7% | +12.8% | +5.9% | +15.3% |
| YTD | +11.1% | +21.0% | -9.9% | +6.1% |
| 1Y | +7.0% | +40.5% | -33.5% | -0.5% |
| All | -10.2% | +160.4% | -170.6% | -21.3% |
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 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