-1.3%
CMI vs RY
+41.1%
-42.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.5% |
| 7D | -1.8% | -3.0% | +1.2% | +1.1% |
| 30D | -12.2% | +6.3% | -18.5% | -17.6% |
| 3M | -26.5% | -2.6% | -23.9% | -24.7% |
| 6M | -33.6% | +13.9% | -47.6% | -43.0% |
| YTD | -8.3% | +21.7% | -30.0% | -28.8% |
| 1Y | -1.3% | +40.4% | -41.7% | -33.1% |
| All | -1.3% | +41.1% | -42.4% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling