+495.9%
CMI vs RY
+377.5%
+118.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +0.8% | -2.9% | +3.7% | +3.2% |
| 30D | -12.8% | -2.0% | -10.7% | -11.4% |
| 3M | -12.4% | +4.9% | -17.3% | -15.8% |
| 6M | -0.9% | +26.1% | -27.0% | -17.7% |
| YTD | +8.9% | +22.4% | -13.5% | -7.4% |
| 1Y | +37.7% | +44.7% | -7.0% | +2.4% |
| 3Y | +148.9% | +155.7% | -6.8% | +15.2% |
| 5Y | +164.4% | +137.7% | +26.7% | +29.1% |
| All | +495.9% | +377.5% | +118.4% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling