+15.8%
CME vs RY
+41.3%
-25.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.1% |
| 7D | +1.7% | -0.6% | +2.2% | +1.6% |
| 30D | +10.2% | +6.1% | +4.0% | +11.1% |
| 3M | +17.8% | -3.4% | +21.2% | +17.4% |
| 6M | +11.0% | +12.8% | -1.8% | +13.8% |
| YTD | +17.0% | +21.0% | -4.0% | +21.5% |
| 1Y | +15.8% | +40.5% | -24.7% | +24.2% |
| All | +15.8% | +41.3% | -25.5% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling