+4,100.0%
CMG vs RIO
+598.9%
+3,501.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.5% | +1.9% | -3.4% | -1.9% |
| 30D | +12.7% | +5.0% | +7.8% | +11.4% |
| 3M | +26.3% | +5.1% | +21.1% | +24.6% |
| 6M | +4.5% | +17.6% | -13.1% | 0.0% |
| YTD | -0.1% | +36.3% | -36.4% | -7.9% |
| 1Y | -6.8% | +71.2% | -78.0% | -18.6% |
| 3Y | -5.0% | +102.7% | -107.7% | -21.1% |
| 5Y | -3.0% | +99.6% | -102.6% | -20.7% |
| 10Y | +323.6% | +603.1% | -279.6% | +151.6% |
| All | +4,100.0% | +598.9% | +3,501.1% | +1,600.8% |
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