+70.0%
CNP vs RIO
+96.2%
-26.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -1.8% | +4.0% | -5.8% | -2.3% |
| 3M | -4.6% | +0.1% | -4.8% | -4.7% |
| 6M | -8.8% | +12.7% | -21.6% | -10.6% |
| YTD | +5.2% | +35.6% | -30.3% | +0.2% |
| 1Y | +8.3% | +73.7% | -65.4% | -0.9% |
| 3Y | +54.9% | +93.3% | -38.4% | +38.0% |
| All | +70.0% | +96.2% | -26.2% | +49.3% |
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