+115.8%
CMS vs RIO
+600.2%
-484.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +1.2% | +1.9% | -0.7% | +1.0% |
| 30D | -3.2% | +5.0% | -8.1% | -3.7% |
| 3M | -2.2% | +5.1% | -7.3% | -2.9% |
| 6M | -9.4% | +17.6% | -27.1% | -11.5% |
| YTD | +0.7% | +36.3% | -35.6% | -3.6% |
| 1Y | +0.4% | +71.2% | -70.8% | -6.7% |
| 3Y | +35.2% | +102.7% | -67.5% | +22.2% |
| 5Y | +24.1% | +99.6% | -75.4% | +11.1% |
| 10Y | +115.8% | +603.1% | -487.3% | +59.7% |
| All | +115.8% | +600.2% | -484.4% | +59.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling