+4,100.0%
CMG vs RY
+1,062.8%
+3,037.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -2.8% | +3.1% | -5.9% | -4.4% |
| 30D | +7.1% | -0.3% | +7.5% | +7.2% |
| 3M | +31.2% | +8.7% | +22.5% | +25.4% |
| 6M | +0.7% | +28.5% | -27.9% | -11.8% |
| YTD | -0.1% | +25.1% | -25.2% | -11.3% |
| 1Y | -10.7% | +46.3% | -57.0% | -26.9% |
| 3Y | -4.7% | +154.9% | -159.6% | -42.0% |
| 5Y | -3.8% | +140.3% | -144.0% | -39.8% |
| 10Y | +352.5% | +377.0% | -24.6% | +95.6% |
| All | +4,100.0% | +1,062.8% | +3,037.2% | +1,106.3% |
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