+8,950.6%
CRS vs RIO
+6,008.3%
+2,942.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -16.6% | +4.0% | -20.6% | -18.6% |
| 3M | -3.5% | +0.1% | -3.6% | -4.2% |
| 6M | +15.4% | +12.7% | +2.7% | +7.7% |
| YTD | +51.2% | +35.6% | +15.6% | +26.7% |
| 1Y | +98.3% | +73.7% | +24.6% | +45.1% |
| 3Y | +651.5% | +93.3% | +558.2% | +408.4% |
| 5Y | +1,411.1% | +92.4% | +1,318.7% | +904.9% |
| 10Y | +1,424.3% | +606.9% | +817.4% | +445.9% |
| All | +8,950.6% | +6,008.3% | +2,942.3% | +1,836.6% |
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 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