+35.4%
CMS vs RY
+124.6%
-89.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.4% |
| 7D | +1.7% | -1.1% | +2.8% | +2.0% |
| 30D | +8.6% | +4.4% | +4.2% | +7.2% |
| 3M | -0.5% | -2.9% | +2.5% | +0.3% |
| 6M | -4.2% | +15.6% | -19.7% | -8.7% |
| YTD | +3.4% | +21.8% | -18.4% | -3.3% |
| 1Y | +0.4% | +42.6% | -42.1% | -11.1% |
| 3Y | +38.2% | +160.9% | -122.7% | -3.4% |
| 5Y | +35.4% | +126.1% | -90.7% | -1.0% |
| All | +35.4% | +124.6% | -89.2% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling