-90.7%
CDE vs RIO
+6,036.1%
-6,126.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.0% | +1.0% | -2.9% | -2.5% |
| 30D | +15.7% | +4.0% | +11.7% | +13.3% |
| 3M | +30.5% | +4.5% | +26.0% | +28.6% |
| 6M | -7.4% | +17.3% | -24.7% | -13.5% |
| YTD | +17.9% | +36.2% | -18.3% | +1.4% |
| 1Y | +46.7% | +76.1% | -29.4% | +10.0% |
| 3Y | +851.3% | +102.5% | +748.8% | +572.9% |
| 5Y | +202.9% | +103.5% | +99.4% | +116.8% |
| 10Y | +58.2% | +619.2% | -561.0% | -42.6% |
| All | -90.7% | +6,036.1% | -6,126.8% | -97.2% |
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