+3,038.3%
CLS vs RIO
+605.0%
+2,433.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +20.1% | +1.0% | +19.1% | +19.5% |
| 30D | +6.0% | +4.0% | +2.0% | +3.7% |
| 3M | -10.3% | +4.5% | -14.8% | -12.3% |
| 6M | +24.5% | +17.3% | +7.2% | +15.7% |
| YTD | +12.9% | +36.2% | -23.3% | -3.1% |
| 1Y | +36.7% | +76.1% | -39.5% | +3.7% |
| 3Y | +1,328.1% | +102.5% | +1,225.6% | +900.5% |
| 5Y | +3,682.3% | +103.5% | +3,578.8% | +2,448.5% |
| 10Y | +3,038.3% | +619.2% | +2,419.1% | +1,215.9% |
| All | +3,038.3% | +605.0% | +2,433.3% | +1,215.9% |
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