-1.4%
CMS vs RY
+40.6%
-42.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | +6.3% | +5.9% | +0.5% | +6.1% |
| 3M | -2.1% | -4.3% | +2.2% | -2.1% |
| 6M | -5.1% | +12.1% | -17.2% | -5.4% |
| YTD | +1.3% | +20.3% | -19.0% | +0.8% |
| 1Y | -1.4% | +41.0% | -42.4% | -6.4% |
| All | -1.4% | +40.6% | -42.0% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling