+3,231.7%
CLS vs RIO
+3,831.9%
-600.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | -13.9% | +4.0% | -17.9% | -15.3% |
| 3M | -26.6% | +0.1% | -26.7% | -26.4% |
| 6M | +15.4% | +12.7% | +2.7% | +10.8% |
| YTD | +5.7% | +35.6% | -29.9% | -6.0% |
| 1Y | +41.1% | +73.7% | -32.6% | +14.1% |
| 3Y | +1,228.6% | +93.3% | +1,135.3% | +922.0% |
| 5Y | +3,240.6% | +92.4% | +3,148.2% | +2,415.1% |
| 10Y | +2,760.3% | +606.9% | +2,153.4% | +1,171.9% |
| All | +3,231.7% | +3,831.9% | -600.2% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling