+31.8%
CLX vs RIO
+354.4%
-322.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +9.5% | -0.9% | +10.4% | +9.6% |
| 30D | +30.7% | -9.1% | +39.8% | +31.3% |
| 3M | +4.2% | -13.7% | +17.9% | +5.0% |
| 6M | +22.1% | -24.3% | +46.5% | +23.8% |
| YTD | +14.1% | +8.9% | +5.2% | +13.6% |
| 1Y | +10.3% | +22.7% | -12.4% | +9.3% |
| 3Y | -7.8% | +51.2% | -59.0% | -9.8% |
| 5Y | -20.8% | +88.1% | -109.0% | -23.6% |
| All | +31.8% | +354.4% | -322.7% | +23.7% |
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