-10.0%
CRM vs RIO
+29.3%
-39.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +2.6% |
| 7D | -6.2% | -1.6% | -4.6% | -6.4% |
| 30D | -1.2% | -11.6% | +10.4% | -2.7% |
| 3M | +19.1% | -12.7% | +31.8% | +17.1% |
| 6M | +23.0% | -12.4% | +35.4% | +21.7% |
| YTD | -13.7% | +11.0% | -24.7% | -15.3% |
| 1Y | -10.0% | +30.8% | -40.8% | -16.5% |
| All | -10.0% | +29.3% | -39.3% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling