+4,405.6%
CNC vs RIO
+2,133.3%
+2,272.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.8% |
| 7D | -1.0% | +1.9% | -2.9% | -1.4% |
| 30D | -1.8% | +5.0% | -6.8% | -2.9% |
| 3M | -0.7% | +5.1% | -5.8% | -2.0% |
| 6M | +47.9% | +17.6% | +30.3% | +41.8% |
| YTD | +56.9% | +36.3% | +20.6% | +45.3% |
| 1Y | +123.9% | +71.2% | +52.7% | +97.0% |
| 3Y | -1.3% | +102.7% | -104.0% | -17.7% |
| 5Y | +2.8% | +99.6% | -96.8% | -16.1% |
| 10Y | +90.9% | +603.1% | -512.2% | +15.1% |
| All | +4,405.6% | +2,133.3% | +2,272.3% | +1,450.9% |
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