+12,291.2%
CMI vs RY
+11,573.6%
+717.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.3% |
| 7D | -0.7% | +3.1% | -3.8% | -2.9% |
| 30D | -13.4% | -0.3% | -13.1% | -13.3% |
| 3M | -17.0% | +8.7% | -25.7% | -21.7% |
| 6M | -1.6% | +28.5% | -30.2% | -17.3% |
| YTD | +11.0% | +25.1% | -14.1% | -4.9% |
| 1Y | +41.9% | +46.3% | -4.4% | +8.9% |
| 3Y | +151.8% | +154.9% | -3.1% | +29.9% |
| 5Y | +163.6% | +140.3% | +23.3% | +41.3% |
| 10Y | +472.9% | +377.0% | +95.9% | +90.8% |
| All | +12,291.2% | +11,573.6% | +717.6% | +1,346.8% |
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