+305.8%
CME vs RY
+355.6%
-49.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | +2.5% | -3.0% | +5.4% | +3.9% |
| 30D | +13.9% | +6.3% | +7.7% | +10.5% |
| 3M | +22.4% | -2.6% | +25.0% | +23.6% |
| 6M | +12.9% | +13.9% | -1.0% | +5.1% |
| YTD | +19.6% | +21.7% | -2.1% | +7.2% |
| 1Y | +17.7% | +40.4% | -22.8% | -2.3% |
| 3Y | +65.3% | +161.3% | -96.0% | -5.5% |
| 5Y | +75.1% | +126.5% | -51.3% | +7.4% |
| 10Y | +305.8% | +354.3% | -48.6% | +60.4% |
| All | +305.8% | +355.6% | -49.9% | +60.4% |
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