+157.5%
RY vs CRL
+86.4%
+71.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.8% | -9.1% | -2.0% |
| 7D | -0.9% | -6.1% | +5.2% | -0.4% |
| 30D | +5.9% | +12.4% | -6.5% | +4.4% |
| 3M | -4.3% | +27.1% | -31.4% | -6.9% |
| 6M | +12.1% | +85.7% | -73.6% | +4.5% |
| YTD | +20.3% | +69.2% | -48.9% | +12.7% |
| 1Y | +41.0% | +97.5% | -56.5% | +29.7% |
| 3Y | +157.5% | +86.1% | +71.4% | +129.7% |
| All | +157.5% | +86.4% | +71.1% | +129.7% |
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