+1,106.2%
CLX vs RY
+11,573.6%
-10,467.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -9.2% | +3.1% | -12.4% | -9.9% |
| 30D | -11.0% | -0.3% | -10.7% | -11.0% |
| 3M | +5.0% | +8.7% | -3.6% | +3.0% |
| 6M | -18.8% | +28.5% | -47.4% | -23.3% |
| YTD | -4.4% | +25.1% | -29.5% | -9.2% |
| 1Y | -21.9% | +46.3% | -68.1% | -28.4% |
| 3Y | -32.8% | +154.9% | -187.7% | -45.9% |
| 5Y | -34.6% | +140.3% | -174.9% | -47.0% |
| 10Y | -4.7% | +377.0% | -381.7% | -35.7% |
| All | +1,106.2% | +11,573.6% | -10,467.5% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling