-42.6%
CAG vs RIO
+90.3%
-132.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.3% |
| 7D | -5.9% | -3.4% | -2.5% | -5.6% |
| 30D | -1.5% | +0.6% | -2.1% | -1.6% |
| 3M | +11.5% | +2.5% | +8.9% | +11.1% |
| 6M | -15.7% | +10.8% | -26.5% | -16.8% |
| YTD | -10.2% | +30.5% | -40.7% | -12.9% |
| 1Y | -18.1% | +68.1% | -86.2% | -22.8% |
| 3Y | -39.4% | +94.0% | -133.4% | -44.2% |
| 5Y | -42.6% | +92.0% | -134.6% | -47.6% |
| All | -42.6% | +90.3% | -132.9% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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