+3,542.1%
CLS vs RIO
+97.3%
+3,444.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.3% |
| 7D | +12.8% | +1.9% | +10.8% | +11.6% |
| 30D | +3.8% | +5.0% | -1.1% | +0.8% |
| 3M | -14.6% | +5.1% | -19.8% | -17.0% |
| 6M | +32.2% | +17.6% | +14.6% | +22.4% |
| YTD | +11.6% | +36.3% | -24.7% | -4.4% |
| 1Y | +35.1% | +71.2% | -36.1% | +3.6% |
| 3Y | +1,312.5% | +102.7% | +1,209.8% | +888.4% |
| 5Y | +3,542.1% | +99.6% | +3,442.5% | +2,496.3% |
| All | +3,542.1% | +97.3% | +3,444.8% | +2,496.3% |
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 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