+77.2%
CME vs RIO
+97.3%
-20.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -2.9% | +1.9% | -4.8% | -3.0% |
| 30D | +5.5% | +5.0% | +0.6% | +5.0% |
| 3M | +11.0% | +5.1% | +5.8% | +10.4% |
| 6M | -9.7% | +17.6% | -27.3% | -11.6% |
| YTD | +4.9% | +36.3% | -31.4% | +0.5% |
| 1Y | +10.1% | +71.2% | -61.1% | +2.2% |
| 3Y | +53.5% | +102.7% | -49.2% | +36.8% |
| 5Y | +77.2% | +99.6% | -22.4% | +56.5% |
| All | +77.2% | +97.3% | -20.1% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling