+54.1%
CCL vs RIO
+104.4%
-50.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.6% |
| 7D | -0.1% | +1.9% | -2.1% | -1.0% |
| 30D | -20.0% | +5.0% | -24.9% | -22.0% |
| 3M | -13.7% | +5.1% | -18.8% | -15.9% |
| 6M | -9.0% | +17.6% | -26.6% | -16.1% |
| YTD | -22.8% | +36.3% | -59.1% | -33.5% |
| 1Y | -25.3% | +71.2% | -96.5% | -41.9% |
| 3Y | +54.1% | +102.7% | -48.6% | +1.0% |
| All | +54.1% | +104.4% | -50.4% | +1.0% |
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