+154.1%
CMI vs RY
+159.6%
-5.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.7% |
| 7D | +1.9% | +2.7% | -0.8% | -0.2% |
| 30D | -12.5% | -1.0% | -11.5% | -11.9% |
| 3M | -16.2% | +7.6% | -23.9% | -20.5% |
| 6M | +4.9% | +29.5% | -24.6% | -12.4% |
| YTD | +11.1% | +24.2% | -13.0% | -4.7% |
| 1Y | +43.4% | +46.4% | -3.0% | +11.0% |
| 3Y | +154.1% | +159.4% | -5.4% | +44.2% |
| All | +154.1% | +159.6% | -5.5% | +44.2% |
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