+564.2%
CMS vs RIO
+6,008.3%
-5,444.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -3.6% | +4.0% | -7.6% | -4.3% |
| 3M | -1.9% | +0.1% | -2.0% | -2.2% |
| 6M | -11.0% | +12.7% | -23.7% | -13.1% |
| YTD | +0.2% | +35.6% | -35.4% | -5.3% |
| 1Y | -1.3% | +73.7% | -75.0% | -10.5% |
| 3Y | +35.9% | +93.3% | -57.4% | +20.2% |
| 5Y | +23.1% | +92.4% | -69.3% | +7.1% |
| 10Y | +117.9% | +606.9% | -489.0% | +46.8% |
| All | +564.2% | +6,008.3% | -5,444.1% | +237.9% |
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