+322.3%
CMG vs RY
+372.5%
-50.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.9% |
| 7D | -6.5% | -0.5% | -6.0% | -6.2% |
| 30D | +12.1% | -1.9% | +14.0% | +13.2% |
| 3M | +20.6% | +5.1% | +15.4% | +17.0% |
| 6M | +2.1% | +28.2% | -26.1% | -11.6% |
| YTD | -2.6% | +22.9% | -25.5% | -13.6% |
| 1Y | -8.7% | +45.5% | -54.2% | -26.4% |
| 3Y | -7.4% | +156.7% | -164.1% | -46.3% |
| 5Y | -5.7% | +137.7% | -143.4% | -43.1% |
| 10Y | +322.3% | +375.5% | -53.2% | +84.7% |
| All | +322.3% | +372.5% | -50.2% | +84.7% |
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