+38.8%
CFG vs RIO
+73.7%
-34.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.5% | 0.0% | +1.6% | +1.5% |
| 30D | -3.8% | +4.0% | -7.8% | -4.6% |
| 3M | +11.5% | +0.1% | +11.4% | +11.6% |
| 6M | +19.2% | +12.7% | +6.5% | +13.8% |
| YTD | +23.7% | +35.6% | -11.9% | +12.0% |
| 1Y | +38.8% | +73.7% | -34.8% | +26.6% |
| All | +38.8% | +73.7% | -34.9% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling