+639.5%
CEG vs RIO
+87.4%
+552.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.7% |
| 7D | +8.0% | 0.0% | +8.1% | +8.0% |
| 30D | +12.9% | +4.0% | +9.0% | +11.4% |
| 3M | +13.2% | +0.1% | +13.0% | +12.9% |
| 6M | -7.0% | +12.7% | -19.7% | -11.2% |
| YTD | -15.0% | +35.6% | -50.6% | -24.0% |
| 1Y | -2.7% | +73.7% | -76.4% | -20.3% |
| 3Y | +184.1% | +93.3% | +90.8% | +121.2% |
| All | +639.5% | +87.4% | +552.0% | +475.6% |
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