-1.8%
CEG vs RIO
+71.3%
-73.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +14.9% |
| 6M | -8.7% | +17.3% | -26.1% | -14.3% |
| YTD | -16.4% | +36.2% | -52.6% | -26.4% |
| 1Y | -1.8% | +76.1% | -77.9% | -24.1% |
| All | -1.8% | +71.3% | -73.1% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling