+40.4%
RY vs CRL
+101.9%
-61.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | -3.0% | +5.0% | -8.0% | -3.3% |
| 30D | +6.3% | +13.5% | -7.3% | +5.0% |
| 3M | -2.6% | +21.5% | -24.1% | -4.3% |
| 6M | +13.9% | +103.4% | -89.5% | +7.2% |
| YTD | +21.7% | +71.8% | -50.1% | +14.5% |
| 1Y | +40.4% | +97.5% | -57.1% | +28.4% |
| All | +40.4% | +101.9% | -61.5% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling