-29.6%
CLS vs RIO
+29.3%
-58.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.6% | -12.7% | -12.3% |
| 7D | -21.1% | -1.6% | -19.5% | -20.1% |
| 30D | -38.2% | -11.6% | -26.6% | -30.9% |
| 3M | -36.3% | -12.7% | -23.6% | -28.2% |
| 6M | -43.8% | -12.4% | -31.4% | -35.7% |
| YTD | -20.0% | +11.0% | -31.0% | -26.3% |
| 1Y | -29.6% | +30.8% | -60.4% | -52.3% |
| All | -29.6% | +29.3% | -58.9% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling