+9,845.4%
CMI vs RY
+11,121.0%
-1,275.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.2% |
| 7D | -10.0% | -0.9% | -9.1% | -9.6% |
| 30D | -13.0% | +5.9% | -18.9% | -16.5% |
| 3M | -29.9% | -4.3% | -25.6% | -27.8% |
| 6M | -36.7% | +12.1% | -48.8% | -41.7% |
| YTD | -10.9% | +20.3% | -31.2% | -21.7% |
| 1Y | -1.3% | +41.0% | -42.3% | -22.3% |
| 3Y | +117.4% | +157.5% | -40.1% | +11.5% |
| 5Y | +112.9% | +123.2% | -10.3% | +20.0% |
| 10Y | +366.7% | +365.7% | +1.0% | +58.1% |
| All | +9,845.4% | +11,121.0% | -1,275.6% | +1,092.3% |
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