+895.8%
CCI vs RIO
+4,463.0%
-3,567.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +2.7% | +4.0% | -1.3% | +1.5% |
| 3M | -18.2% | +0.1% | -18.3% | -18.6% |
| 6M | -14.8% | +12.7% | -27.5% | -18.3% |
| YTD | -12.6% | +35.6% | -48.2% | -20.4% |
| 1Y | -16.7% | +73.7% | -90.4% | -29.3% |
| 3Y | -10.5% | +93.3% | -103.8% | -27.0% |
| 5Y | -51.4% | +92.4% | -143.9% | -61.3% |
| 10Y | +20.0% | +606.9% | -586.9% | -37.3% |
| All | +895.8% | +4,463.0% | -3,567.2% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling