+134.5%
CCL vs RIO
+52.3%
+82.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.4% |
| 7D | -0.3% | +0.1% | -0.5% | -0.4% |
| 30D | +10.3% | -10.5% | +20.8% | +16.1% |
| 3M | +6.6% | -15.9% | +22.5% | +15.0% |
| 6M | +20.0% | -22.3% | +42.3% | +34.1% |
| YTD | -1.9% | +9.3% | -11.2% | -5.7% |
| 1Y | +10.4% | +23.0% | -12.6% | +1.1% |
| All | +134.5% | +52.3% | +82.2% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling