-33.6%
CMI vs RY
+13.3%
-46.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.6% |
| 7D | -1.8% | -3.0% | +1.2% | +0.4% |
| 30D | -12.2% | +6.3% | -18.5% | -16.4% |
| 3M | -26.5% | -2.6% | -23.9% | -25.1% |
| 6M | -33.6% | +13.9% | -47.6% | -39.5% |
| All | -33.6% | +13.3% | -46.9% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling