+1,065.3%
CCJ vs RIO
+604.6%
+460.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -0.5% |
| 7D | -3.2% | -3.4% | +0.2% | -1.2% |
| 30D | -1.3% | +0.6% | -1.9% | -1.6% |
| 3M | +2.5% | +2.5% | 0.0% | +0.9% |
| 6M | -18.9% | +10.8% | -29.7% | -23.0% |
| YTD | +6.5% | +30.5% | -24.0% | -7.5% |
| 1Y | +22.8% | +68.1% | -45.3% | -7.1% |
| 3Y | +164.5% | +94.0% | +70.4% | +81.6% |
| 5Y | +303.7% | +92.0% | +211.7% | +172.7% |
| All | +1,065.3% | +604.6% | +460.7% | +328.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling