+45.5%
RY vs CLBK
+67.6%
-22.1%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | -0.5% | -1.5% | +1.0% | -0.3% |
| 30D | -1.9% | +6.7% | -8.6% | -2.9% |
| 3M | +5.1% | +21.2% | -16.0% | +1.6% |
| 6M | +28.2% | +42.0% | -13.8% | +20.5% |
| YTD | +22.9% | +63.3% | -40.4% | +13.4% |
| 1Y | +45.5% | +65.4% | -19.9% | +33.5% |
| All | +45.5% | +67.6% | -22.1% | +33.5% |
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