+134.7%
CEG vs RIO
+51.7%
+83.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +12.1% | -0.9% | +13.0% | +12.6% |
| 30D | +0.2% | -9.1% | +9.3% | +3.9% |
| 3M | +0.7% | -13.7% | +14.4% | +6.5% |
| 6M | +2.2% | -24.3% | +26.6% | +12.9% |
| YTD | -20.3% | +8.9% | -29.2% | -23.5% |
| 1Y | -16.1% | +22.7% | -38.7% | -23.1% |
| 3Y | +134.7% | +51.2% | +83.5% | +96.1% |
| All | +134.7% | +51.7% | +83.0% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling