+9.5%
CNC vs RIO
+90.3%
-80.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +2.3% |
| 7D | -3.9% | -3.4% | -0.5% | -3.7% |
| 30D | +0.8% | +0.6% | +0.2% | +0.7% |
| 3M | +0.1% | +2.5% | -2.4% | -0.1% |
| 6M | +79.7% | +10.8% | +68.9% | +78.0% |
| YTD | +58.9% | +30.5% | +28.5% | +55.4% |
| 1Y | +109.1% | +68.1% | +41.0% | +100.9% |
| 3Y | 0.0% | +94.0% | -94.1% | -5.3% |
| 5Y | +9.5% | +92.0% | -82.5% | +2.4% |
| All | +9.5% | +90.3% | -80.8% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling