+11.8%
CRM vs RIO
+88.2%
-76.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.4% | +1.9% |
| 7D | -4.4% | -3.2% | -1.2% | -4.1% |
| 30D | +28.1% | +0.9% | +27.2% | +27.9% |
| 3M | +48.8% | -1.4% | +50.3% | +49.3% |
| 6M | +28.3% | +10.9% | +17.3% | +25.4% |
| YTD | -6.0% | +31.2% | -37.2% | -12.3% |
| 1Y | +1.4% | +67.9% | -66.5% | -11.6% |
| 3Y | +11.8% | +88.8% | -76.9% | -8.6% |
| All | +11.8% | +88.2% | -76.3% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling