+67.3%
CSGP vs RIO
+392.9%
-325.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.5% |
| 7D | -1.8% | +4.4% | -6.2% | -2.9% |
| 30D | +5.3% | -8.9% | +14.1% | +7.6% |
| 3M | +3.3% | -12.7% | +16.0% | +6.5% |
| 6M | -4.7% | -16.2% | +11.6% | -1.3% |
| YTD | -53.5% | +13.4% | -66.9% | -56.5% |
| 1Y | -53.7% | +30.9% | -84.6% | -58.5% |
| 3Y | -59.7% | +60.2% | -119.9% | -66.5% |
| 5Y | -62.5% | +98.9% | -161.4% | -71.4% |
| 10Y | +67.3% | +381.4% | -314.2% | -3.8% |
| All | +67.3% | +392.9% | -325.6% | -3.8% |
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