+19,732.0%
CAT vs RIO
+4,852.5%
+14,879.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -10.3% | +2.2% | -12.5% | -11.2% |
| 30D | -31.2% | -10.1% | -21.1% | -28.2% |
| 3M | -34.7% | -14.1% | -20.5% | -30.7% |
| 6M | -39.5% | -18.9% | -20.6% | -34.4% |
| YTD | -1.7% | +9.9% | -11.6% | -5.5% |
| 1Y | -1.1% | +27.0% | -28.1% | -10.2% |
| 3Y | +143.9% | +50.1% | +93.8% | +106.2% |
| 5Y | +194.8% | +95.3% | +99.5% | +121.3% |
| 10Y | +739.8% | +425.9% | +313.9% | +331.8% |
| All | +19,732.0% | +4,852.5% | +14,879.5% | +4,360.4% |
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