+62.6%
CSGP vs RIO
+364.8%
-302.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -7.1% | +0.5% | -7.6% | -7.2% |
| 30D | +3.6% | -9.9% | +13.5% | +6.2% |
| 3M | -2.7% | -14.0% | +11.3% | +0.6% |
| 6M | -8.0% | -19.5% | +11.5% | -3.8% |
| YTD | -55.0% | +11.5% | -66.5% | -57.7% |
| 1Y | -55.8% | +26.9% | -82.7% | -60.0% |
| 3Y | -62.0% | +55.1% | -117.1% | -68.1% |
| 5Y | -62.9% | +90.7% | -153.6% | -71.4% |
| 10Y | +62.6% | +363.3% | -300.7% | -6.6% |
| All | +62.6% | +364.8% | -302.2% | -6.6% |
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 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