+712.5%
CAT vs RIO
+392.9%
+319.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.2% | +4.0% | +5.4% |
| 7D | -2.4% | +4.4% | -6.8% | -4.8% |
| 30D | -25.0% | -8.9% | -16.2% | -20.9% |
| 3M | -28.7% | -12.7% | -16.0% | -23.2% |
| 6M | -33.0% | -16.2% | -16.8% | -26.4% |
| YTD | +5.4% | +13.4% | -8.0% | -2.3% |
| 1Y | +7.3% | +30.9% | -23.6% | -8.2% |
| 3Y | +166.0% | +60.2% | +105.9% | +100.5% |
| 5Y | +210.1% | +98.9% | +111.2% | +98.1% |
| 10Y | +712.5% | +381.4% | +331.1% | +220.7% |
| All | +712.5% | +392.9% | +319.6% | +220.7% |
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