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  • CF vs RIO✓SelectedUSD · RIOCF vs RIO performance historyLatest closeAs of-3.24%09/04
Stock and ETF performance explorer

CF vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,967.0%
RIO return
+880.7%
Excess return
+5,086.3%
Maximum drawdown
-76.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
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