+12.4%
CMG vs RY
+38.8%
-26.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.5% | +0.6% | +1.9% | +2.2% |
| 30D | +15.6% | +5.0% | +10.6% | +12.5% |
| 3M | +8.2% | -5.3% | +13.5% | +12.3% |
| 6M | +9.9% | +13.8% | -4.0% | -1.4% |
| YTD | -4.6% | +21.0% | -25.6% | -19.2% |
| 1Y | +12.4% | +40.5% | -28.1% | -15.6% |
| All | +12.4% | +38.8% | -26.4% | -15.6% |
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 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