+141.9%
RY vs CLBK
+42.8%
+99.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.1% | +1.2% | +1.9% | +2.9% |
| 30D | -0.3% | +9.1% | -9.4% | -1.9% |
| 3M | +8.7% | +27.7% | -19.0% | +3.7% |
| 6M | +28.5% | +40.8% | -12.3% | +20.4% |
| YTD | +25.1% | +66.4% | -41.3% | +13.5% |
| 1Y | +46.3% | +72.4% | -26.1% | +31.6% |
| 3Y | +154.9% | +50.7% | +104.3% | +131.2% |
| All | +141.9% | +42.8% | +99.2% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling