+114.5%
CF vs RIO
+93.1%
+21.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +10.4% | +0.5% | +9.9% | +10.2% |
| 30D | +7.6% | -9.9% | +17.5% | +10.1% |
| 3M | +5.2% | -14.0% | +19.2% | +8.9% |
| 6M | -0.1% | -19.5% | +19.4% | +4.8% |
| YTD | +61.7% | +11.5% | +50.1% | +52.1% |
| 1Y | +50.3% | +26.9% | +23.4% | +35.4% |
| 3Y | +66.0% | +55.1% | +10.8% | +37.2% |
| 5Y | +114.5% | +90.7% | +23.8% | +58.1% |
| All | +114.5% | +93.1% | +21.4% | +58.1% |
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