+73.4%
CL vs RIO
+408.2%
-334.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.2% |
| 7D | +1.3% | +2.2% | -0.9% | +1.1% |
| 30D | +11.4% | -10.1% | +21.5% | +12.6% |
| 3M | +4.4% | -14.1% | +18.6% | +6.1% |
| 6M | +10.8% | -18.9% | +29.7% | +13.1% |
| YTD | +25.1% | +9.9% | +15.2% | +22.9% |
| 1Y | +28.0% | +27.0% | +1.0% | +23.4% |
| 3Y | +37.6% | +50.1% | -12.5% | +28.9% |
| 5Y | +39.7% | +95.3% | -55.6% | +24.1% |
| All | +73.4% | +408.2% | -334.8% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling