+3,981.8%
CMG vs RY
+1,024.7%
+2,957.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.0% |
| 7D | +8.0% | -0.6% | +8.6% | +8.4% |
| 30D | +13.7% | +6.1% | +7.6% | +10.2% |
| 3M | +11.8% | -3.4% | +15.1% | +13.5% |
| 6M | +10.6% | +12.8% | -2.2% | +3.5% |
| YTD | -2.9% | +21.0% | -23.9% | -12.3% |
| 1Y | +17.8% | +40.5% | -22.6% | -1.5% |
| 3Y | -15.3% | +159.9% | -175.2% | -48.9% |
| 5Y | -0.9% | +125.0% | -125.9% | -35.9% |
| 10Y | +358.4% | +350.6% | +7.8% | +104.0% |
| All | +3,981.8% | +1,024.7% | +2,957.1% | +1,091.5% |
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 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