+571.2%
CMS vs RIO
+4,852.5%
-4,281.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -1.3% | +2.2% | -3.6% | -1.7% |
| 30D | +6.3% | -10.1% | +16.4% | +8.0% |
| 3M | -2.1% | -14.1% | +12.1% | +0.1% |
| 6M | -5.1% | -18.9% | +13.8% | -2.4% |
| YTD | +1.3% | +9.9% | -8.7% | -1.2% |
| 1Y | -1.4% | +27.0% | -28.4% | -6.0% |
| 3Y | +36.9% | +50.1% | -13.1% | +26.0% |
| 5Y | +32.5% | +95.3% | -62.7% | +14.9% |
| 10Y | +126.8% | +425.9% | -299.1% | +60.2% |
| All | +571.2% | +4,852.5% | -4,281.3% | +252.6% |
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 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