+18,646.3%
CMI vs RIO
+6,036.1%
+12,610.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.7% | +1.0% | -0.3% | +0.3% |
| 30D | -12.3% | +4.0% | -16.3% | -13.9% |
| 3M | -16.8% | +4.5% | -21.3% | -18.6% |
| 6M | +1.5% | +17.3% | -15.8% | -5.6% |
| YTD | +9.8% | +36.2% | -26.4% | -4.2% |
| 1Y | +42.6% | +76.1% | -33.6% | +11.1% |
| 3Y | +151.0% | +102.5% | +48.5% | +81.1% |
| 5Y | +167.0% | +103.5% | +63.5% | +85.3% |
| 10Y | +512.2% | +619.2% | -107.0% | +132.3% |
| All | +18,646.3% | +6,036.1% | +12,610.2% | +3,466.4% |
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