-41.8%
CLF vs RIO
+90.3%
-132.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.8% |
| 7D | +10.4% | -0.9% | +11.3% | +11.3% |
| 30D | +0.6% | -9.1% | +9.7% | +9.8% |
| 3M | +4.1% | -13.7% | +17.8% | +19.0% |
| 6M | +15.1% | -24.3% | +39.4% | +50.6% |
| YTD | -4.7% | +8.9% | -13.6% | -14.8% |
| 1Y | +20.4% | +22.7% | -2.3% | -4.7% |
| 3Y | -23.4% | +51.2% | -74.6% | -50.3% |
| All | -41.8% | +90.3% | -132.0% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling