+284.1%
CME vs RY
+373.9%
-89.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -1.6% | +3.1% | -4.7% | -3.1% |
| 30D | +6.2% | -0.3% | +6.6% | +6.3% |
| 3M | +10.4% | +8.7% | +1.8% | +5.6% |
| 6M | -9.5% | +28.5% | -38.1% | -20.9% |
| YTD | +6.0% | +25.1% | -19.1% | -6.1% |
| 1Y | +9.3% | +46.3% | -37.0% | -11.1% |
| 3Y | +57.7% | +154.9% | -97.3% | -8.4% |
| 5Y | +77.7% | +140.3% | -62.6% | +5.2% |
| All | +284.1% | +373.9% | -89.8% | +42.6% |
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