+1,847.4%
CNP vs RIO
+6,008.3%
-4,160.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -1.8% | +4.0% | -5.8% | -2.6% |
| 3M | -4.6% | +0.1% | -4.8% | -5.0% |
| 6M | -8.8% | +12.7% | -21.6% | -11.4% |
| YTD | +5.2% | +35.6% | -30.3% | -1.4% |
| 1Y | +8.3% | +73.7% | -65.4% | -3.3% |
| 3Y | +54.9% | +93.3% | -38.4% | +34.2% |
| 5Y | +73.5% | +92.4% | -18.9% | +47.9% |
| 10Y | +139.1% | +606.9% | -467.8% | +57.2% |
| All | +1,847.4% | +6,008.3% | -4,160.9% | +812.9% |
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