+46.7%
RY vs CLBK
+65.7%
-19.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.9% |
| 7D | +2.5% | +4.6% | -2.1% | +1.6% |
| 30D | +8.4% | -1.5% | +9.9% | +8.8% |
| 3M | +1.2% | +4.4% | -3.1% | +0.5% |
| 6M | +19.4% | +31.7% | -12.3% | +12.6% |
| YTD | +25.4% | +58.7% | -33.3% | +14.7% |
| 1Y | +46.7% | +64.9% | -18.2% | +32.8% |
| All | +46.7% | +65.7% | -19.1% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling