+4,904.7%
CL vs RIO
+4,825.9%
+78.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +9.5% | -10.5% | +20.0% | +10.9% |
| 3M | +6.6% | -15.9% | +22.6% | +8.8% |
| 6M | +13.2% | -22.3% | +35.5% | +16.4% |
| YTD | +26.9% | +9.3% | +17.5% | +24.7% |
| 1Y | +27.6% | +23.0% | +4.6% | +23.6% |
| 3Y | +39.1% | +52.1% | -12.9% | +30.3% |
| 5Y | +41.3% | +88.9% | -47.6% | +27.2% |
| 10Y | +83.9% | +354.1% | -270.2% | +44.6% |
| All | +4,904.7% | +4,825.9% | +78.8% | +2,313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling