-69.3%
CPNG vs RIO
+84.6%
-153.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.9% |
| 7D | -1.1% | -3.2% | +2.1% | 0.0% |
| 30D | -7.4% | +0.9% | -8.3% | -7.7% |
| 3M | -12.3% | -1.4% | -10.9% | -12.2% |
| 6M | -19.4% | +10.9% | -30.4% | -23.1% |
| YTD | -35.9% | +31.2% | -67.1% | -42.5% |
| 1Y | -53.4% | +67.9% | -121.3% | -62.0% |
| 3Y | -20.0% | +88.8% | -108.8% | -38.4% |
| 5Y | -49.6% | +93.1% | -142.7% | -61.6% |
| All | -69.3% | +84.6% | -153.9% | -76.1% |
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