+5,648.9%
CRM vs RIO
+1,435.8%
+4,213.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.9% |
| 7D | -8.1% | -3.4% | -4.7% | -7.1% |
| 30D | +23.1% | +0.6% | +22.5% | +22.6% |
| 3M | +42.5% | +2.5% | +40.0% | +40.6% |
| 6M | +25.3% | +10.8% | +14.5% | +19.5% |
| YTD | -7.8% | +30.5% | -38.3% | -17.2% |
| 1Y | +1.0% | +68.1% | -67.1% | -16.8% |
| 3Y | +10.0% | +94.0% | -84.0% | -15.0% |
| 5Y | -3.9% | +92.0% | -95.9% | -27.5% |
| 10Y | +233.2% | +589.0% | -355.9% | +54.0% |
| All | +5,648.9% | +1,435.8% | +4,213.1% | +1,520.2% |
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