+456.3%
CAG vs RIO
+6,036.1%
-5,579.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -6.6% | +1.0% | -7.6% | -6.7% |
| 30D | +2.3% | +4.0% | -1.7% | +1.8% |
| 3M | +16.3% | +4.5% | +11.8% | +15.5% |
| 6M | -16.0% | +17.3% | -33.4% | -17.8% |
| YTD | -7.7% | +36.2% | -43.9% | -11.3% |
| 1Y | -16.0% | +76.1% | -92.2% | -21.8% |
| 3Y | -37.7% | +102.5% | -140.2% | -43.2% |
| 5Y | -41.2% | +103.5% | -144.7% | -47.1% |
| 10Y | -33.8% | +619.2% | -653.0% | -49.7% |
| All | +456.3% | +6,036.1% | -5,579.8% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling