+39.8%
CMS vs RIO
+51.7%
-11.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +1.7% | -0.9% | +2.7% | +1.8% |
| 30D | +6.2% | -9.1% | +15.3% | +6.7% |
| 3M | +0.6% | -13.7% | +14.3% | +1.4% |
| 6M | -1.8% | -24.3% | +22.6% | +0.1% |
| YTD | +3.8% | +8.9% | -5.0% | +1.6% |
| 1Y | -1.8% | +22.7% | -24.4% | -5.3% |
| 3Y | +39.8% | +51.2% | -11.3% | +26.6% |
| All | +39.8% | +51.7% | -11.9% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling