+36.7%
CLS vs RIO
+71.3%
-34.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +20.1% | +1.0% | +19.1% | +19.1% |
| 30D | +6.0% | +4.0% | +2.0% | +1.9% |
| 3M | -10.3% | +4.5% | -14.8% | -13.9% |
| 6M | +24.5% | +17.3% | +7.2% | +9.8% |
| YTD | +12.9% | +36.2% | -23.3% | -15.8% |
| 1Y | +36.7% | +76.1% | -39.5% | -23.5% |
| All | +36.7% | +71.3% | -34.7% | -23.5% |
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