+2,792.8%
CLX vs RIO
+4,900.4%
-2,107.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.2% | +1.2% |
| 7D | +13.6% | +3.6% | +10.1% | +13.3% |
| 30D | +29.1% | -10.8% | +39.9% | +30.4% |
| 3M | +1.6% | -15.2% | +16.8% | +3.1% |
| 6M | +18.7% | -18.0% | +36.7% | +20.7% |
| YTD | +11.1% | +11.0% | +0.1% | +9.7% |
| 1Y | +7.0% | +26.4% | -19.4% | +4.4% |
| 3Y | -10.0% | +54.4% | -64.4% | -14.2% |
| 5Y | -22.6% | +98.1% | -120.7% | -28.6% |
| 10Y | +29.3% | +358.5% | -329.2% | +7.4% |
| All | +2,792.8% | +4,900.4% | -2,107.6% | +1,580.6% |
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