+6.5%
CAT vs RIO
+23.2%
-16.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.9% |
| 7D | +9.3% | +0.1% | +9.2% | +9.3% |
| 30D | -21.5% | -10.5% | -11.0% | -15.9% |
| 3M | -29.1% | -15.9% | -13.2% | -21.5% |
| 6M | -33.4% | -22.3% | -11.1% | -23.2% |
| YTD | +6.6% | +9.3% | -2.8% | +1.8% |
| 1Y | +6.5% | +23.0% | -16.5% | -6.0% |
| All | +6.5% | +23.2% | -16.7% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling