+562.3%
CEG vs RIO
+53.4%
+508.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.3% |
| 7D | +1.7% | +3.6% | -1.9% | +0.4% |
| 30D | -10.2% | -10.8% | +0.6% | -6.5% |
| 3M | -0.8% | -15.2% | +14.4% | +5.0% |
| 6M | -11.5% | -18.0% | +6.5% | -5.6% |
| YTD | -23.9% | +11.0% | -34.8% | -27.1% |
| 1Y | -25.4% | +26.4% | -51.8% | -31.7% |
| 3Y | +124.2% | +54.4% | +69.8% | +88.6% |
| All | +562.3% | +53.4% | +508.9% | +452.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling