+1,305.1%
CLX vs RY
+11,253.8%
-9,948.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | +7.8% | -3.0% | +10.7% | +8.5% |
| 30D | +28.5% | +6.3% | +22.3% | +26.8% |
| 3M | +1.3% | -2.6% | +3.9% | +1.9% |
| 6M | +23.4% | +13.9% | +9.4% | +19.7% |
| YTD | +11.4% | +21.7% | -10.3% | +6.5% |
| 1Y | +6.9% | +40.4% | -33.5% | -1.1% |
| 3Y | -9.8% | +161.3% | -171.1% | -27.7% |
| 5Y | -22.7% | +126.5% | -149.1% | -36.5% |
| 10Y | +28.7% | +354.3% | -325.6% | -12.1% |
| All | +1,305.1% | +11,253.8% | -9,948.7% | +335.4% |
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 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