+10,136.9%
CMI vs RY
+11,253.8%
-1,116.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.0% |
| 3M | -26.5% | -2.6% | -23.9% | -25.3% |
| 6M | -33.6% | +13.9% | -47.6% | -39.5% |
| YTD | -8.3% | +21.7% | -30.0% | -20.0% |
| 1Y | -1.3% | +40.4% | -41.7% | -22.0% |
| 3Y | +124.8% | +161.3% | -36.6% | +14.1% |
| 5Y | +119.9% | +126.5% | -6.6% | +22.8% |
| 10Y | +335.9% | +354.3% | -18.5% | +50.0% |
| All | +10,136.9% | +11,253.8% | -1,116.9% | +1,117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling