+103.8%
CFG vs RIO
+96.2%
+7.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | +11.5% | +0.1% | +11.4% | +10.9% |
| 6M | +19.2% | +12.7% | +6.5% | +12.1% |
| YTD | +23.7% | +35.6% | -11.9% | +7.2% |
| 1Y | +38.8% | +73.7% | -34.8% | +8.0% |
| 3Y | +178.9% | +93.3% | +85.6% | +104.0% |
| All | +103.8% | +96.2% | +7.6% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling