+237.0%
CFG vs RIO
+392.9%
-155.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.2% | +1.3% |
| 7D | +0.3% | +4.4% | -4.2% | -2.0% |
| 30D | +3.2% | -8.9% | +12.1% | +8.2% |
| 3M | -9.7% | -12.7% | +3.0% | -3.6% |
| 6M | +3.6% | -16.2% | +19.9% | +11.9% |
| YTD | +14.7% | +13.4% | +1.3% | +3.7% |
| 1Y | +29.6% | +30.9% | -1.3% | +8.1% |
| 3Y | +190.6% | +60.2% | +130.4% | +110.7% |
| 5Y | +67.1% | +98.9% | -31.8% | +0.9% |
| 10Y | +237.0% | +381.4% | -144.4% | +37.2% |
| All | +237.0% | +392.9% | -155.9% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling