-43.4%
CCL vs RIO
+604.6%
-648.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +1.6% |
| 7D | -4.3% | -3.4% | -0.9% | -2.3% |
| 30D | -19.0% | +0.6% | -19.5% | -19.5% |
| 3M | -13.1% | +2.5% | -15.6% | -14.9% |
| 6M | -13.3% | +10.8% | -24.1% | -19.1% |
| YTD | -25.2% | +30.5% | -55.7% | -37.5% |
| 1Y | -27.2% | +68.1% | -95.3% | -48.1% |
| 3Y | +49.2% | +94.0% | -44.8% | -5.9% |
| 5Y | +0.4% | +92.0% | -91.7% | -38.6% |
| All | -43.4% | +604.6% | -648.0% | -78.3% |
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