-62.8%
CSGP vs RIO
+92.9%
-155.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.1% | 0.0% | -4.0% | -4.1% |
| 30D | +2.3% | +4.0% | -1.7% | +1.8% |
| 3M | -8.2% | +0.1% | -8.3% | -7.8% |
| 6M | -35.1% | +12.7% | -47.8% | -36.8% |
| YTD | -54.0% | +35.6% | -89.6% | -58.2% |
| 1Y | -65.3% | +73.7% | -139.0% | -71.1% |
| All | -62.8% | +92.9% | -155.6% | -70.9% |
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