-0.9%
CCL vs RIO
+101.7%
-102.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -4.4% | +1.0% | -5.3% | -4.9% |
| 30D | -18.2% | +4.0% | -22.2% | -20.1% |
| 3M | -17.7% | +4.5% | -22.2% | -19.9% |
| 6M | -13.0% | +17.3% | -30.3% | -20.4% |
| YTD | -24.5% | +36.2% | -60.7% | -36.4% |
| 1Y | -26.9% | +76.1% | -103.1% | -46.3% |
| 3Y | +50.8% | +102.5% | -51.8% | -0.5% |
| 5Y | -0.9% | +103.5% | -104.5% | -38.7% |
| All | -0.9% | +101.7% | -102.6% | -38.7% |
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