+354.3%
RY vs CRL
+358.0%
-3.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -3.0% | +5.0% | -8.0% | -4.0% |
| 30D | +6.3% | +13.5% | -7.3% | +3.1% |
| 3M | -2.6% | +21.5% | -24.1% | -7.0% |
| 6M | +13.9% | +103.4% | -89.5% | -2.8% |
| YTD | +21.7% | +71.8% | -50.1% | +6.5% |
| 1Y | +40.4% | +97.5% | -57.1% | +19.0% |
| 3Y | +161.3% | +99.2% | +62.1% | +109.3% |
| 5Y | +126.5% | -12.1% | +138.6% | +121.7% |
| 10Y | +354.3% | +359.2% | -4.8% | +161.8% |
| All | +354.3% | +358.0% | -3.7% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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