+246.7%
CB vs RIO
+353.3%
-106.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | +0.7% | +3.6% | -2.9% | -0.1% |
| 30D | +8.2% | -10.8% | +19.0% | +10.9% |
| 3M | +6.3% | -15.2% | +21.5% | +10.0% |
| 6M | +16.2% | -18.0% | +34.2% | +20.6% |
| YTD | +19.3% | +11.0% | +8.4% | +13.7% |
| 1Y | +29.2% | +26.4% | +2.9% | +18.8% |
| 3Y | +71.4% | +54.4% | +17.1% | +46.5% |
| 5Y | +104.2% | +98.1% | +6.2% | +56.3% |
| 10Y | +246.7% | +358.5% | -111.9% | +114.0% |
| All | +246.7% | +353.3% | -106.7% | +114.0% |
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 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