+95.2%
CNC vs RIO
+608.6%
-513.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -0.9% | -3.2% | +2.3% | -0.3% |
| 30D | -1.0% | +0.9% | -1.9% | -1.3% |
| 3M | +4.5% | -1.4% | +6.0% | +4.6% |
| 6M | +85.2% | +10.9% | +74.3% | +79.4% |
| YTD | +61.4% | +31.2% | +30.2% | +49.6% |
| 1Y | +94.9% | +67.9% | +27.0% | +70.0% |
| 3Y | 0.0% | +88.8% | -88.8% | -17.0% |
| 5Y | +11.2% | +93.1% | -81.9% | -11.3% |
| All | +95.2% | +608.6% | -513.4% | +18.7% |
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