+80.1%
CLF vs RIO
+392.9%
-312.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.2% | +3.8% | +3.6% |
| 7D | -14.1% | +4.4% | -18.5% | -18.2% |
| 30D | -5.5% | -8.9% | +3.3% | +3.9% |
| 3M | 0.0% | -12.7% | +12.7% | +14.4% |
| 6M | +11.3% | -16.2% | +27.5% | +33.5% |
| YTD | -7.7% | +13.4% | -21.1% | -21.9% |
| 1Y | +17.5% | +30.9% | -13.4% | -15.1% |
| 3Y | -25.4% | +60.2% | -85.6% | -56.6% |
| 5Y | -46.0% | +98.9% | -144.9% | -75.9% |
| 10Y | +80.1% | +381.4% | -301.4% | -72.6% |
| All | +80.1% | +392.9% | -312.8% | -72.6% |
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 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