+216.8%
CB vs RIO
+600.2%
-383.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | -0.6% | +1.9% | -2.6% | -1.1% |
| 30D | -3.9% | +5.0% | -8.9% | -5.1% |
| 3M | +4.9% | +5.1% | -0.2% | +3.3% |
| 6M | +3.3% | +17.6% | -14.4% | -1.8% |
| YTD | +8.5% | +36.3% | -27.8% | -1.1% |
| 1Y | +22.1% | +71.2% | -49.1% | +4.4% |
| 3Y | +70.1% | +102.7% | -32.6% | +36.3% |
| 5Y | +97.4% | +99.6% | -2.2% | +54.3% |
| 10Y | +216.8% | +603.1% | -386.3% | +76.4% |
| All | +216.8% | +600.2% | -383.4% | +76.4% |
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 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