+688.6%
CAT vs RIO
+354.4%
+334.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +7.4% | -0.9% | +8.4% | +8.1% |
| 30D | -19.7% | -9.1% | -10.6% | -15.2% |
| 3M | -29.6% | -13.7% | -15.9% | -23.6% |
| 6M | -33.2% | -24.3% | -8.9% | -22.4% |
| YTD | +5.7% | +8.9% | -3.2% | +0.1% |
| 1Y | +9.3% | +22.7% | -13.3% | -3.0% |
| 3Y | +158.3% | +51.2% | +107.2% | +101.1% |
| 5Y | +211.6% | +88.1% | +123.5% | +105.6% |
| All | +688.6% | +354.4% | +334.2% | +223.1% |
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