+322.0%
CMG vs RIO
+608.6%
-286.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -2.1% | -3.2% | +1.1% | -1.2% |
| 30D | +10.9% | +0.9% | +10.0% | +10.6% |
| 3M | +15.8% | -1.4% | +17.3% | +16.0% |
| 6M | +6.9% | +10.9% | -4.0% | +2.9% |
| YTD | -2.2% | +31.2% | -33.4% | -10.6% |
| 1Y | -7.1% | +67.9% | -75.0% | -21.2% |
| 3Y | -7.1% | +88.8% | -95.9% | -24.9% |
| 5Y | -4.8% | +93.1% | -97.9% | -25.4% |
| All | +322.0% | +608.6% | -286.6% | +124.7% |
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