+28.7%
CLX vs RIO
+364.8%
-336.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +7.8% | +0.5% | +7.3% | +7.7% |
| 30D | +28.5% | -9.9% | +38.4% | +29.2% |
| 3M | +1.3% | -14.0% | +15.3% | +2.1% |
| 6M | +23.4% | -19.5% | +42.9% | +24.7% |
| YTD | +11.4% | +11.5% | -0.2% | +10.7% |
| 1Y | +6.9% | +26.9% | -20.0% | +5.7% |
| 3Y | -9.8% | +55.1% | -64.9% | -11.8% |
| 5Y | -22.7% | +90.7% | -113.4% | -25.4% |
| 10Y | +28.7% | +363.3% | -334.6% | +20.5% |
| All | +28.7% | +364.8% | -336.0% | +20.5% |
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 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