+132.3%
CMS vs RIO
+392.9%
-260.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.2% |
| 7D | -0.9% | +4.4% | -5.3% | -1.4% |
| 30D | +7.1% | -8.9% | +15.9% | +8.1% |
| 3M | -1.3% | -12.7% | +11.4% | +0.1% |
| 6M | -2.7% | -16.2% | +13.6% | -1.0% |
| YTD | +2.6% | +13.4% | -10.8% | +0.2% |
| 1Y | -2.0% | +30.9% | -32.9% | -6.0% |
| 3Y | +39.6% | +60.2% | -20.6% | +29.6% |
| 5Y | +35.3% | +98.9% | -63.6% | +20.7% |
| 10Y | +132.3% | +381.4% | -249.1% | +86.8% |
| All | +132.3% | +392.9% | -260.6% | +86.8% |
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 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