+264.6%
RY vs CLBK
+63.6%
+201.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -3.0% | +2.2% | -5.1% | -3.6% |
| 30D | +6.3% | +5.0% | +1.3% | +4.7% |
| 3M | -2.6% | +3.3% | -5.9% | -3.7% |
| 6M | +13.9% | +29.6% | -15.7% | +5.0% |
| YTD | +21.7% | +62.1% | -40.4% | +4.5% |
| 1Y | +40.4% | +64.3% | -23.9% | +20.0% |
| 3Y | +161.3% | +55.6% | +105.7% | +119.6% |
| 5Y | +126.5% | +29.3% | +97.2% | +92.9% |
| All | +264.6% | +63.6% | +201.0% | +174.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling