+1,583.6%
CCJ vs RIO
+3,415.5%
-1,831.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +0.7% | 0.0% | +0.8% | +0.8% |
| 30D | +6.9% | +4.0% | +2.9% | +5.0% |
| 3M | -11.6% | +0.1% | -11.8% | -11.5% |
| 6M | -16.2% | +12.7% | -28.9% | -20.2% |
| YTD | +10.1% | +35.6% | -25.4% | -3.7% |
| 1Y | +32.3% | +73.7% | -41.4% | +3.1% |
| 3Y | +171.3% | +93.3% | +78.0% | +98.7% |
| 5Y | +372.4% | +92.4% | +280.0% | +241.9% |
| 10Y | +1,070.0% | +606.9% | +463.1% | +351.3% |
| All | +1,583.6% | +3,415.5% | -1,831.9% | +252.4% |
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 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