+13,153.1%
CAH vs RIO
+6,041.4%
+7,111.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | +0.5% | +1.9% | -1.5% | +0.1% |
| 30D | +1.7% | +5.0% | -3.2% | +0.8% |
| 3M | +17.9% | +5.1% | +12.7% | +16.6% |
| 6M | +10.9% | +17.6% | -6.7% | +7.1% |
| YTD | +17.9% | +36.3% | -18.4% | +10.5% |
| 1Y | +61.7% | +71.2% | -9.5% | +45.3% |
| 3Y | +183.7% | +102.7% | +81.0% | +144.1% |
| 5Y | +401.3% | +99.6% | +301.8% | +325.0% |
| 10Y | +293.7% | +603.1% | -309.4% | +163.0% |
| All | +13,153.1% | +6,041.4% | +7,111.7% | +6,063.5% |
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