+27.2%
CB vs RIO
+23.2%
+4.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.1% |
| 7D | 0.0% | +0.1% | -0.1% | +0.1% |
| 30D | +7.4% | -10.5% | +17.9% | +5.8% |
| 3M | +8.6% | -15.9% | +24.5% | +6.3% |
| 6M | +16.1% | -22.3% | +38.4% | +14.1% |
| YTD | +20.2% | +9.3% | +10.9% | +17.5% |
| 1Y | +27.2% | +23.0% | +4.2% | +24.1% |
| All | +27.2% | +23.2% | +4.0% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling