+27.2%
CB vs RIO
+29.6%
-2.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | 0.0% |
| 7D | -1.5% | +4.4% | -5.9% | -1.0% |
| 30D | +6.5% | -8.9% | +15.4% | +5.2% |
| 3M | +4.1% | -12.7% | +16.7% | +2.3% |
| 6M | +14.4% | -16.2% | +30.6% | +12.9% |
| YTD | +17.5% | +13.4% | +4.1% | +15.5% |
| All | +27.2% | +29.6% | -2.3% | +23.8% |
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