+64.6%
CNP vs RIO
+58.5%
+6.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.2% |
| 7D | -4.3% | +4.4% | -8.7% | -4.5% |
| 30D | +5.7% | -8.9% | +14.6% | +6.3% |
| 3M | +0.9% | -12.7% | +13.6% | +1.7% |
| 6M | -1.1% | -16.2% | +15.2% | +0.1% |
| YTD | +8.3% | +13.4% | -5.1% | +5.3% |
| 1Y | +5.9% | +30.9% | -25.0% | +1.1% |
| 3Y | +64.6% | +60.2% | +4.5% | +48.0% |
| All | +64.6% | +58.5% | +6.1% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling