+165.0%
CMI vs RIO
+91.0%
+73.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -0.7% | -3.2% | +2.5% | +0.5% |
| 30D | -12.4% | +0.9% | -13.3% | -12.9% |
| 3M | -14.8% | -1.4% | -13.3% | -14.6% |
| 6M | +0.8% | +10.9% | -10.1% | -3.5% |
| YTD | +10.2% | +31.2% | -21.0% | -0.4% |
| 1Y | +37.4% | +67.9% | -30.5% | +13.9% |
| 3Y | +153.3% | +88.8% | +64.5% | +99.0% |
| All | +165.0% | +91.0% | +73.9% | +102.7% |
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 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