+818.6%
CCL vs RIO
+4,825.9%
-4,007.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -3.7% |
| 7D | -0.3% | +0.1% | -0.5% | -0.4% |
| 30D | +10.3% | -10.5% | +20.8% | +14.7% |
| 3M | +6.6% | -15.9% | +22.5% | +13.0% |
| 6M | +20.0% | -22.3% | +42.3% | +30.6% |
| YTD | -1.9% | +9.3% | -11.2% | -5.2% |
| 1Y | +10.4% | +23.0% | -12.6% | +2.4% |
| 3Y | +134.8% | +52.1% | +82.8% | +100.4% |
| 5Y | +34.0% | +88.9% | -54.9% | +6.1% |
| 10Y | -32.5% | +354.1% | -386.6% | -58.5% |
| All | +818.6% | +4,825.9% | -4,007.3% | +165.6% |
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