+112.0%
CF vs RIO
+94.1%
+17.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -3.2% | +2.2% | -5.4% | -3.8% |
| 30D | +4.3% | -10.1% | +14.4% | +6.9% |
| 3M | +2.8% | -14.1% | +16.9% | +6.5% |
| 6M | +0.6% | -18.9% | +19.5% | +5.3% |
| YTD | +56.6% | +9.9% | +46.7% | +47.9% |
| 1Y | +49.6% | +27.0% | +22.6% | +34.7% |
| 3Y | +61.5% | +50.1% | +11.4% | +34.9% |
| All | +112.0% | +94.1% | +17.9% | +57.6% |
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 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