+124.7%
RY vs CRL
-13.0%
+137.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -0.5% | +8.9% | -9.4% | -1.8% |
| 30D | +4.7% | +14.0% | -9.2% | +2.5% |
| 3M | -4.5% | +19.8% | -24.3% | -7.3% |
| 6M | +12.5% | +102.0% | -89.5% | +0.8% |
| YTD | +21.1% | +70.8% | -49.7% | +10.5% |
| 1Y | +38.6% | +98.7% | -60.1% | +23.4% |
| 3Y | +160.2% | +98.2% | +62.0% | +122.6% |
| 5Y | +124.7% | -11.7% | +136.4% | +119.0% |
| All | +124.7% | -13.0% | +137.7% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling