+1,126.0%
CAT vs RIO
+600.2%
+525.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +5.6% | +1.9% | +3.6% | +4.5% |
| 30D | -2.3% | +5.0% | -7.3% | -5.1% |
| 3M | -10.0% | +5.1% | -15.1% | -12.7% |
| 6M | +21.2% | +17.6% | +3.6% | +10.2% |
| YTD | +44.4% | +36.3% | +8.2% | +20.7% |
| 1Y | +96.3% | +71.2% | +25.1% | +44.6% |
| 3Y | +203.9% | +102.7% | +101.2% | +100.5% |
| 5Y | +333.5% | +99.6% | +233.9% | +177.0% |
| 10Y | +1,126.0% | +603.1% | +522.9% | +279.5% |
| All | +1,126.0% | +600.2% | +525.8% | +279.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling