+243.0%
CB vs RIO
+392.9%
-149.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.1% |
| 7D | -1.5% | +4.4% | -5.9% | -2.5% |
| 30D | +6.5% | -8.9% | +15.4% | +8.7% |
| 3M | +4.1% | -12.7% | +16.7% | +7.0% |
| 6M | +14.4% | -16.2% | +30.6% | +18.1% |
| YTD | +17.5% | +13.4% | +4.1% | +11.4% |
| 1Y | +27.5% | +30.9% | -3.4% | +16.3% |
| 3Y | +71.6% | +60.2% | +11.4% | +45.3% |
| 5Y | +100.6% | +98.9% | +1.7% | +53.7% |
| 10Y | +243.0% | +381.4% | -138.4% | +110.2% |
| All | +243.0% | +392.9% | -149.9% | +110.2% |
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