+132.5%
CNP vs RIO
+604.6%
-472.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.7% |
| 7D | -2.2% | -3.4% | +1.2% | -1.4% |
| 30D | -2.1% | +0.6% | -2.6% | -2.3% |
| 3M | -7.9% | +2.5% | -10.5% | -8.8% |
| 6M | -8.3% | +10.8% | -19.1% | -11.4% |
| YTD | +3.8% | +30.5% | -26.7% | -4.0% |
| 1Y | +5.9% | +68.1% | -62.3% | -8.4% |
| 3Y | +49.3% | +94.0% | -44.8% | +22.5% |
| 5Y | +69.3% | +92.0% | -22.7% | +35.6% |
| All | +132.5% | +604.6% | -472.1% | +28.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling