+141.9%
RY vs CRL
-35.5%
+177.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +3.1% | -1.0% | +4.1% | +3.3% |
| 30D | -0.3% | +10.7% | -11.0% | -1.8% |
| 3M | +8.7% | +55.3% | -46.6% | +1.9% |
| 6M | +28.5% | +60.7% | -32.1% | +19.3% |
| YTD | +25.1% | +44.6% | -19.5% | +17.6% |
| 1Y | +46.3% | +77.7% | -31.5% | +32.8% |
| 3Y | +154.9% | +37.6% | +117.3% | +134.0% |
| All | +141.9% | -35.5% | +177.5% | +131.3% |
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