+4,284.7%
RY vs CRL
+1,505.2%
+2,779.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.1% |
| 7D | -1.1% | -16.8% | +15.7% | +2.2% |
| 30D | +4.4% | +2.6% | +1.8% | +3.6% |
| 3M | -2.9% | +20.1% | -23.0% | -6.8% |
| 6M | +15.6% | +68.8% | -53.3% | +3.3% |
| YTD | +21.8% | +56.9% | -35.1% | +9.5% |
| 1Y | +42.6% | +86.7% | -44.1% | +23.7% |
| 3Y | +160.9% | +72.1% | +88.8% | +120.4% |
| 5Y | +126.1% | -16.6% | +142.7% | +116.3% |
| 10Y | +371.7% | +359.0% | +12.7% | +210.3% |
| All | +4,284.7% | +1,505.2% | +2,779.4% | +2,281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling