+159.9%
RY vs CRL
+102.9%
+57.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.8% | +0.4% |
| 7D | -0.6% | -1.7% | +1.1% | -0.5% |
| 30D | +6.1% | +14.6% | -8.4% | +4.5% |
| 3M | -3.4% | +24.8% | -28.2% | -5.8% |
| 6M | +12.8% | +94.7% | -81.9% | +4.6% |
| YTD | +21.0% | +73.4% | -52.3% | +13.1% |
| 1Y | +40.5% | +104.7% | -64.2% | +28.6% |
| 3Y | +159.9% | +101.1% | +58.8% | +125.2% |
| All | +159.9% | +102.9% | +57.0% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling