+53.4%
CL vs RIO
+600.2%
-546.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -1.4% | +1.9% | -3.3% | -1.6% |
| 30D | -5.2% | +5.0% | -10.2% | -5.8% |
| 3M | +3.3% | +5.1% | -1.8% | +2.6% |
| 6M | -4.4% | +17.6% | -22.0% | -6.5% |
| YTD | +13.9% | +36.3% | -22.4% | +9.2% |
| 1Y | +7.6% | +71.2% | -63.5% | +0.2% |
| 3Y | +29.6% | +102.7% | -73.1% | +17.0% |
| 5Y | +28.1% | +99.6% | -71.5% | +14.3% |
| 10Y | +53.4% | +603.1% | -549.7% | +12.4% |
| All | +53.4% | +600.2% | -546.8% | +12.4% |
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