+471.5%
CF vs RIO
+354.4%
+117.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +4.8% | -0.9% | +5.7% | +5.1% |
| 30D | +4.7% | -9.1% | +13.8% | +9.0% |
| 3M | +7.4% | -13.7% | +21.1% | +14.2% |
| 6M | +0.6% | -24.3% | +24.9% | +12.7% |
| YTD | +64.1% | +8.9% | +55.2% | +50.3% |
| 1Y | +51.4% | +22.7% | +28.7% | +30.2% |
| 3Y | +67.8% | +51.2% | +16.6% | +25.1% |
| 5Y | +114.1% | +88.1% | +26.0% | +31.9% |
| All | +471.5% | +354.4% | +117.0% | +119.8% |
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