+272.0%
RY vs CLBK
+66.9%
+205.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +2.7% | +1.1% | +1.6% | +2.4% |
| 30D | -1.0% | +7.8% | -8.8% | -3.2% |
| 3M | +7.6% | +23.9% | -16.2% | +0.7% |
| 6M | +29.5% | +42.3% | -12.9% | +16.1% |
| YTD | +24.2% | +65.4% | -41.2% | +6.2% |
| 1Y | +46.4% | +70.3% | -23.9% | +23.5% |
| 3Y | +159.4% | +54.5% | +105.0% | +118.9% |
| 5Y | +141.8% | +43.1% | +98.7% | +96.0% |
| All | +272.0% | +66.9% | +205.1% | +178.9% |
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