+84.9%
CL vs RIO
+353.3%
-268.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | +2.6% | +3.6% | -1.0% | +2.2% |
| 30D | +11.8% | -10.8% | +22.6% | +13.2% |
| 3M | +5.9% | -15.2% | +21.1% | +7.8% |
| 6M | +13.3% | -18.0% | +31.3% | +15.6% |
| YTD | +27.1% | +11.0% | +16.1% | +24.6% |
| 1Y | +28.0% | +26.4% | +1.7% | +23.4% |
| 3Y | +39.4% | +54.4% | -15.0% | +29.9% |
| 5Y | +40.8% | +98.1% | -57.3% | +24.3% |
| 10Y | +84.9% | +358.5% | -273.7% | +45.4% |
| All | +84.9% | +353.3% | -268.5% | +45.4% |
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