+121.7%
CMS vs RY
+360.6%
-238.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.7% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | +6.3% | +5.9% | +0.5% | +4.2% |
| 3M | -2.1% | -4.3% | +2.2% | -0.7% |
| 6M | -5.1% | +12.1% | -17.2% | -9.1% |
| YTD | +1.3% | +20.3% | -19.0% | -5.7% |
| 1Y | -1.4% | +41.0% | -42.4% | -13.4% |
| 3Y | +36.9% | +157.5% | -120.6% | -4.9% |
| 5Y | +32.5% | +123.2% | -90.7% | -3.9% |
| All | +121.7% | +360.6% | -238.9% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling