+190.6%
CFG vs RIO
+58.5%
+132.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.2% | +1.9% |
| 7D | +0.3% | +4.4% | -4.2% | -1.1% |
| 30D | +3.2% | -8.9% | +12.1% | +6.2% |
| 3M | -9.7% | -12.7% | +3.0% | -6.0% |
| 6M | +3.6% | -16.2% | +19.9% | +8.9% |
| YTD | +14.7% | +13.4% | +1.3% | +6.0% |
| 1Y | +29.6% | +30.9% | -1.3% | +13.0% |
| 3Y | +190.6% | +60.2% | +130.4% | +125.1% |
| All | +190.6% | +58.5% | +132.0% | +125.1% |
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