+626.9%
CEG vs RIO
+88.3%
+538.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.3% | +1.0% | +0.4% | +1.0% |
| 30D | +8.8% | +4.0% | +4.8% | +7.3% |
| 3M | +17.0% | +4.5% | +12.4% | +15.0% |
| 6M | -8.7% | +17.3% | -26.1% | -14.0% |
| YTD | -16.4% | +36.2% | -52.6% | -25.4% |
| 1Y | -1.8% | +76.1% | -77.9% | -19.8% |
| 3Y | +175.8% | +102.5% | +73.3% | +111.8% |
| All | +626.9% | +88.3% | +538.7% | +465.0% |
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