+487.0%
CF vs RIO
+392.9%
+94.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -1.5% |
| 7D | -0.9% | +4.4% | -5.3% | -3.0% |
| 30D | +6.9% | -8.9% | +15.8% | +11.2% |
| 3M | +4.8% | -12.7% | +17.5% | +11.0% |
| 6M | +4.7% | -16.2% | +20.9% | +11.9% |
| YTD | +56.5% | +13.4% | +43.1% | +40.8% |
| 1Y | +48.4% | +30.9% | +17.5% | +23.8% |
| 3Y | +59.1% | +60.2% | -1.0% | +15.4% |
| 5Y | +109.5% | +98.9% | +10.6% | +25.4% |
| 10Y | +487.0% | +381.4% | +105.5% | +119.7% |
| All | +487.0% | +392.9% | +94.1% | +119.7% |
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