+561.8%
CMS vs RY
+11,573.6%
-11,011.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.4% | +3.1% | -2.7% | -0.6% |
| 30D | -3.6% | -0.3% | -3.3% | -3.5% |
| 3M | -1.9% | +8.7% | -10.6% | -4.6% |
| 6M | -11.0% | +28.5% | -39.5% | -17.9% |
| YTD | +0.2% | +25.1% | -24.9% | -7.0% |
| 1Y | -1.3% | +46.3% | -47.6% | -12.9% |
| 3Y | +35.9% | +154.9% | -119.0% | 0.0% |
| 5Y | +23.1% | +140.3% | -117.2% | -8.4% |
| 10Y | +117.9% | +377.0% | -259.1% | +28.3% |
| All | +561.8% | +11,573.6% | -11,011.8% | +100.0% |
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 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