-5.8%
CI vs RIO
+71.3%
-77.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.1% | +1.0% | -2.1% | -1.1% |
| 30D | +0.5% | +4.0% | -3.6% | +0.7% |
| 3M | -5.2% | +4.5% | -9.7% | -4.7% |
| 6M | +4.3% | +17.3% | -13.0% | +5.3% |
| YTD | +2.8% | +36.2% | -33.4% | +5.9% |
| 1Y | -5.8% | +76.1% | -82.0% | +8.6% |
| All | -5.8% | +71.3% | -77.1% | +8.6% |
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 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