+288.0%
CME vs RY
+354.4%
-66.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +1.7% | -0.6% | +2.2% | +1.9% |
| 30D | +10.2% | +6.1% | +4.0% | +6.9% |
| 3M | +17.8% | -3.4% | +21.2% | +19.5% |
| 6M | +11.0% | +12.8% | -1.8% | +3.8% |
| YTD | +17.0% | +21.0% | -4.0% | +5.2% |
| 1Y | +15.8% | +40.5% | -24.7% | -3.9% |
| 3Y | +61.8% | +159.9% | -98.1% | -7.3% |
| 5Y | +72.5% | +125.0% | -52.5% | +6.1% |
| 10Y | +288.0% | +350.6% | -62.6% | +52.6% |
| All | +288.0% | +354.4% | -66.4% | +52.6% |
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