+1,903.4%
CNP vs RIO
+5,009.8%
-3,106.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.2% |
| 7D | -4.3% | +4.4% | -8.7% | -5.1% |
| 30D | +5.7% | -8.9% | +14.6% | +7.4% |
| 3M | +0.9% | -12.7% | +13.6% | +3.2% |
| 6M | -1.1% | -16.2% | +15.2% | +1.6% |
| YTD | +8.3% | +13.4% | -5.1% | +4.6% |
| 1Y | +5.9% | +30.9% | -25.0% | -0.4% |
| 3Y | +64.6% | +60.2% | +4.5% | +47.6% |
| 5Y | +74.6% | +98.9% | -24.3% | +47.8% |
| 10Y | +139.8% | +381.4% | -241.6% | +68.8% |
| All | +1,903.4% | +5,009.8% | -3,106.5% | +869.0% |
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 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