-3.0%
CMG vs RY
+140.3%
-143.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -1.5% | +2.7% | -4.2% | -3.0% |
| 30D | +12.7% | -1.0% | +13.7% | +13.2% |
| 3M | +26.3% | +7.6% | +18.6% | +20.8% |
| 6M | +4.5% | +29.5% | -25.0% | -10.3% |
| YTD | -0.1% | +24.2% | -24.3% | -12.2% |
| 1Y | -6.8% | +46.4% | -53.2% | -25.4% |
| 3Y | -5.0% | +159.4% | -164.4% | -45.5% |
| 5Y | -3.0% | +141.8% | -144.9% | -42.1% |
| All | -3.0% | +140.3% | -143.3% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling