+3,812.5%
CMG vs RY
+1,017.7%
+2,794.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.5% | -2.1% |
| 7D | +8.0% | -0.9% | +8.9% | +8.5% |
| 30D | +11.9% | +5.9% | +6.0% | +8.6% |
| 3M | +2.1% | -4.3% | +6.4% | +4.2% |
| 6M | +5.2% | +12.1% | -7.0% | -1.3% |
| YTD | -6.9% | +20.3% | -27.2% | -15.7% |
| 1Y | +12.7% | +41.0% | -28.3% | -6.0% |
| 3Y | -16.8% | +157.5% | -174.3% | -49.6% |
| 5Y | -4.1% | +123.2% | -127.2% | -37.7% |
| 10Y | +364.7% | +365.7% | -1.0% | +103.5% |
| All | +3,812.5% | +1,017.7% | +2,794.8% | +1,045.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling