+5,967.0%
CF vs RIO
+880.7%
+5,086.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.4% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +14.8% | +4.0% | +10.9% | +12.5% |
| 3M | +14.1% | +0.1% | +13.9% | +13.2% |
| 6M | +28.5% | +12.7% | +15.8% | +17.8% |
| YTD | +74.9% | +35.6% | +39.4% | +45.3% |
| 1Y | +61.7% | +73.7% | -12.0% | +17.8% |
| 3Y | +80.3% | +93.3% | -13.0% | +20.7% |
| 5Y | +226.0% | +92.4% | +133.5% | +109.7% |
| 10Y | +569.9% | +606.9% | -37.1% | +115.6% |
| All | +5,967.0% | +880.7% | +5,086.3% | +1,508.9% |
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