+196.4%
CFG vs RIO
+100.4%
+96.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.5% | 0.0% | +1.6% | +1.6% |
| 30D | -3.8% | +4.0% | -7.8% | -5.3% |
| 3M | +11.5% | +0.1% | +11.4% | +11.1% |
| 6M | +19.2% | +12.7% | +6.5% | +12.2% |
| YTD | +23.7% | +35.6% | -11.9% | +6.9% |
| 1Y | +38.8% | +73.7% | -34.8% | +7.1% |
| All | +196.4% | +100.4% | +96.0% | +100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling