+358.7%
RY vs CRL
+386.8%
-28.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.8% | -9.1% | -2.8% |
| 7D | -0.9% | -6.1% | +5.2% | +0.1% |
| 30D | +5.9% | +12.4% | -6.5% | +3.0% |
| 3M | -4.3% | +27.1% | -31.4% | -9.4% |
| 6M | +12.1% | +85.7% | -73.6% | -2.6% |
| YTD | +20.3% | +69.2% | -48.9% | +5.6% |
| 1Y | +41.0% | +97.5% | -56.5% | +19.5% |
| 3Y | +157.5% | +86.1% | +71.4% | +109.9% |
| 5Y | +123.2% | -10.0% | +133.2% | +116.4% |
| All | +358.7% | +386.8% | -28.0% | +164.0% |
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