+306.8%
CFG vs RIO
+605.0%
-298.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -0.6% | +1.0% | -1.6% | -1.1% |
| 30D | -4.5% | +4.0% | -8.6% | -6.8% |
| 3M | +6.3% | +4.5% | +1.8% | +3.0% |
| 6M | +20.6% | +17.3% | +3.3% | +8.6% |
| YTD | +21.2% | +36.2% | -14.9% | 0.0% |
| 1Y | +38.2% | +76.1% | -38.0% | -1.6% |
| 3Y | +185.9% | +102.5% | +83.4% | +83.8% |
| 5Y | +97.0% | +103.5% | -6.5% | +20.1% |
| 10Y | +306.8% | +619.2% | -312.4% | +36.6% |
| All | +306.8% | +605.0% | -298.1% | +36.6% |
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 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