+632.4%
CCL vs RIO
+6,008.3%
-5,375.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -20.3% | +4.0% | -24.3% | -21.5% |
| 3M | -15.1% | +0.1% | -15.3% | -15.3% |
| 6M | -15.1% | +12.7% | -27.8% | -18.6% |
| YTD | -21.8% | +35.6% | -57.3% | -29.8% |
| 1Y | -24.8% | +73.7% | -98.5% | -38.1% |
| 3Y | +51.9% | +93.3% | -41.4% | +19.4% |
| 5Y | +4.0% | +92.4% | -88.4% | -18.7% |
| 10Y | -42.2% | +606.9% | -649.2% | -69.2% |
| All | +632.4% | +6,008.3% | -5,375.9% | +96.6% |
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