+28,727.2%
CAT vs RIO
+6,008.3%
+22,718.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -6.6% | +4.0% | -10.5% | -8.1% |
| 3M | -13.3% | +0.1% | -13.4% | -13.5% |
| 6M | +11.6% | +12.7% | -1.1% | +6.3% |
| YTD | +42.9% | +35.6% | +7.4% | +26.5% |
| 1Y | +95.4% | +73.7% | +21.7% | +57.0% |
| 3Y | +196.6% | +93.3% | +103.3% | +126.8% |
| 5Y | +321.7% | +92.4% | +229.2% | +216.7% |
| 10Y | +1,140.8% | +606.9% | +533.8% | +468.5% |
| All | +28,727.2% | +6,008.3% | +22,718.9% | +5,867.4% |
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