+122.0%
CMI vs RY
+159.5%
-37.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.3% |
| 7D | -10.0% | -0.9% | -9.1% | -9.5% |
| 30D | -13.0% | +5.9% | -18.9% | -16.8% |
| 3M | -29.9% | -4.3% | -25.6% | -27.7% |
| 6M | -36.7% | +12.1% | -48.8% | -41.9% |
| YTD | -10.9% | +20.3% | -31.2% | -22.4% |
| 1Y | -1.3% | +41.0% | -42.3% | -22.3% |
| All | +122.0% | +159.5% | -37.5% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling