+303.4%
CME vs RY
+351.1%
-47.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.9% |
| 7D | +3.9% | +0.6% | +3.4% | +3.6% |
| 30D | +11.3% | +5.0% | +6.3% | +8.6% |
| 3M | +19.6% | -5.3% | +24.9% | +22.4% |
| 6M | +8.1% | +13.8% | -5.8% | +0.6% |
| YTD | +20.4% | +21.0% | -0.5% | +8.2% |
| 1Y | +16.5% | +40.5% | -24.0% | -3.3% |
| 3Y | +66.4% | +159.7% | -93.2% | -4.6% |
| 5Y | +74.5% | +124.3% | -49.9% | +7.5% |
| All | +303.4% | +351.1% | -47.7% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling