+169.5%
CMI vs RY
+140.3%
+29.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.7% |
| 7D | +1.9% | +2.7% | -0.8% | -0.3% |
| 30D | -12.5% | -1.0% | -11.5% | -11.9% |
| 3M | -16.2% | +7.6% | -23.9% | -20.8% |
| 6M | +4.9% | +29.5% | -24.6% | -13.5% |
| YTD | +11.1% | +24.2% | -13.0% | -5.5% |
| 1Y | +43.4% | +46.4% | -3.0% | +8.2% |
| 3Y | +154.1% | +159.4% | -5.4% | +24.5% |
| 5Y | +169.5% | +141.8% | +27.6% | +36.9% |
| All | +169.5% | +140.3% | +29.2% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling