+107.8%
CB vs RIO
+90.3%
+17.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +2.9% | -0.9% | +3.9% | +3.0% |
| 30D | +7.3% | -9.1% | +16.4% | +8.3% |
| 3M | +9.4% | -13.7% | +23.1% | +10.9% |
| 6M | +19.6% | -24.3% | +44.0% | +23.2% |
| YTD | +21.5% | +8.9% | +12.6% | +17.7% |
| 1Y | +28.0% | +22.7% | +5.3% | +21.5% |
| 3Y | +74.9% | +51.2% | +23.7% | +58.0% |
| All | +107.8% | +90.3% | +17.5% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling