+136.2%
CMS vs RIO
+356.2%
-220.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +5.3% | -10.5% | +15.8% | +6.5% |
| 3M | -0.3% | -15.9% | +15.6% | +1.5% |
| 6M | -4.0% | -22.3% | +18.2% | -1.5% |
| YTD | +2.1% | +9.3% | -7.2% | +0.2% |
| 1Y | -4.7% | +23.0% | -27.8% | -8.0% |
| 3Y | +36.8% | +52.1% | -15.2% | +27.7% |
| 5Y | +34.9% | +88.9% | -54.0% | +20.9% |
| All | +136.2% | +356.2% | -220.0% | +89.6% |
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