+56.1%
CDE vs RIO
+608.6%
-552.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.7% |
| 7D | -3.1% | -3.2% | +0.1% | -0.3% |
| 30D | +9.5% | +0.9% | +8.5% | +8.8% |
| 3M | +25.5% | -1.4% | +26.9% | +28.7% |
| 6M | -7.9% | +10.9% | -18.8% | -13.3% |
| YTD | +15.6% | +31.2% | -15.7% | -5.3% |
| 1Y | +34.0% | +67.9% | -33.9% | -9.4% |
| 3Y | +791.9% | +88.8% | +703.1% | +458.0% |
| 5Y | +197.7% | +93.1% | +104.6% | +82.8% |
| All | +56.1% | +608.6% | -552.6% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling