-7.6%
CMG vs RY
+155.7%
-163.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.0% |
| 7D | -6.5% | -0.5% | -6.0% | -6.2% |
| 30D | +12.1% | -1.9% | +14.0% | +13.1% |
| 3M | +20.6% | +5.1% | +15.4% | +17.3% |
| 6M | +2.1% | +28.2% | -26.1% | -10.4% |
| YTD | -2.6% | +22.9% | -25.5% | -12.8% |
| 1Y | -8.7% | +45.5% | -54.2% | -24.5% |
| All | -7.6% | +155.7% | -163.3% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling