+116.3%
CLF vs RIO
+600.2%
-483.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.3% |
| 7D | +6.5% | +1.9% | +4.6% | +4.3% |
| 30D | +0.2% | +5.0% | -4.7% | -5.4% |
| 3M | -3.1% | +5.1% | -8.2% | -8.5% |
| 6M | +25.0% | +17.6% | +7.4% | +4.1% |
| YTD | -7.5% | +36.3% | -43.8% | -35.6% |
| 1Y | +11.5% | +71.2% | -59.7% | -39.1% |
| 3Y | -13.7% | +102.7% | -116.4% | -61.2% |
| 5Y | -47.0% | +99.6% | -146.6% | -76.3% |
| 10Y | +116.3% | +603.1% | -486.8% | -79.9% |
| All | +116.3% | +600.2% | -483.9% | -79.9% |
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