+7,418.1%
CME vs RY
+2,563.6%
+4,854.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | +0.3% |
| 7D | +0.9% | -0.9% | +1.8% | +1.4% |
| 30D | +13.2% | +5.9% | +7.3% | +9.2% |
| 3M | +16.3% | -4.3% | +20.5% | +19.0% |
| 6M | +7.1% | +12.1% | -5.0% | -1.0% |
| YTD | +15.8% | +20.3% | -4.4% | +1.9% |
| 1Y | +17.1% | +41.0% | -23.9% | -6.9% |
| 3Y | +63.2% | +157.5% | -94.4% | -13.8% |
| 5Y | +70.2% | +123.2% | -53.0% | -3.3% |
| 10Y | +337.0% | +365.7% | -28.7% | +49.0% |
| All | +7,418.1% | +2,563.6% | +4,854.5% | +998.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling