+144.0%
CNP vs RIO
+364.8%
-220.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | +5.0% | -9.9% | +14.9% | +7.4% |
| 3M | +2.7% | -14.0% | +16.7% | +5.9% |
| 6M | -1.9% | -19.5% | +17.6% | +2.4% |
| YTD | +8.8% | +11.5% | -2.8% | +4.0% |
| 1Y | +5.6% | +26.9% | -21.3% | -2.3% |
| 3Y | +63.2% | +55.1% | +8.1% | +41.0% |
| 5Y | +73.8% | +90.7% | -16.9% | +37.2% |
| 10Y | +144.0% | +363.3% | -219.3% | +50.4% |
| All | +144.0% | +364.8% | -220.8% | +50.4% |
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 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