-50.1%
CCI vs RIO
+90.3%
-140.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.0% |
| 7D | -4.4% | -3.4% | -1.0% | -3.8% |
| 30D | +0.3% | +0.6% | -0.3% | +0.1% |
| 3M | -20.0% | +2.5% | -22.5% | -20.5% |
| 6M | -14.5% | +10.8% | -25.3% | -16.8% |
| YTD | -14.9% | +30.5% | -45.3% | -19.9% |
| 1Y | -17.7% | +68.1% | -85.8% | -26.6% |
| 3Y | -12.4% | +94.0% | -106.4% | -24.9% |
| 5Y | -50.1% | +92.0% | -142.1% | -58.4% |
| All | -50.1% | +90.3% | -140.4% | -58.4% |
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 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