+586.2%
CMS vs RY
+11,602.4%
-11,016.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.5% |
| 7D | +4.1% | +2.5% | +1.6% | +3.3% |
| 30D | +10.9% | +8.4% | +2.4% | +8.1% |
| 3M | -0.2% | +1.2% | -1.5% | -0.7% |
| 6M | -4.7% | +19.4% | -24.1% | -10.1% |
| YTD | +3.9% | +25.4% | -21.5% | -3.7% |
| 1Y | +0.4% | +46.7% | -46.3% | -11.5% |
| 3Y | +38.8% | +168.6% | -129.8% | +0.4% |
| 5Y | +37.1% | +132.3% | -95.2% | +3.1% |
| 10Y | +132.7% | +385.7% | -253.0% | +36.1% |
| All | +586.2% | +11,602.4% | -11,016.2% | +107.1% |
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