+342.9%
CCJ vs RIO
+101.7%
+241.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +4.2% | +1.0% | +3.2% | +3.5% |
| 30D | +3.2% | +4.0% | -0.8% | +0.6% |
| 3M | -1.8% | +4.5% | -6.4% | -4.7% |
| 6M | -13.5% | +17.3% | -30.9% | -21.3% |
| YTD | +9.7% | +36.2% | -26.4% | -8.2% |
| 1Y | +30.0% | +76.1% | -46.1% | -6.1% |
| 3Y | +172.6% | +102.5% | +70.1% | +77.7% |
| 5Y | +342.9% | +103.5% | +239.4% | +182.4% |
| All | +342.9% | +101.7% | +241.3% | +182.4% |
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