+14.8%
CMG vs RY
+13.3%
+1.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.5% | +1.8% |
| 7D | +4.1% | -3.0% | +7.1% | +5.1% |
| 30D | +20.5% | +6.3% | +14.3% | +18.8% |
| 3M | +14.5% | -2.6% | +17.1% | +16.0% |
| 6M | +14.8% | +13.9% | +0.9% | +16.2% |
| All | +14.8% | +13.3% | +1.5% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling