+39.4%
CFG vs RIO
+70.7%
-31.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +2.7% | +1.9% | +0.8% | +2.3% |
| 30D | -3.7% | +5.0% | -8.6% | -4.7% |
| 3M | +9.5% | +5.1% | +4.3% | +8.2% |
| 6M | +22.2% | +17.6% | +4.6% | +15.2% |
| YTD | +22.3% | +36.3% | -14.0% | +10.0% |
| 1Y | +39.4% | +71.2% | -31.7% | +24.0% |
| All | +39.4% | +70.7% | -31.3% | +24.0% |
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