+2,609.7%
CLS vs RIO
+3,070.8%
-461.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +5.4% |
| 7D | +23.5% | +0.1% | +23.4% | +23.5% |
| 30D | -28.9% | -10.5% | -18.4% | -25.4% |
| 3M | -25.2% | -15.9% | -9.2% | -19.6% |
| 6M | -32.1% | -22.3% | -9.8% | -24.2% |
| YTD | -14.1% | +9.3% | -23.4% | -16.4% |
| 1Y | -24.1% | +23.0% | -47.1% | -29.5% |
| 3Y | +897.0% | +52.1% | +844.9% | +748.4% |
| 5Y | +2,089.9% | +88.9% | +2,001.0% | +1,574.3% |
| 10Y | +2,022.2% | +354.1% | +1,668.1% | +1,028.9% |
| All | +2,609.7% | +3,070.8% | -461.2% | +282.8% |
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