-60.6%
CSGP vs RIO
+51.7%
-112.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | +1.3% | -0.9% | +2.3% | +1.4% |
| 30D | +2.8% | -9.1% | +11.9% | +3.6% |
| 3M | -6.3% | -13.7% | +7.4% | -5.3% |
| 6M | -3.2% | -24.3% | +21.2% | +0.2% |
| YTD | -54.0% | +8.9% | -62.8% | -57.3% |
| 1Y | -54.8% | +22.7% | -77.5% | -59.8% |
| 3Y | -60.6% | +51.2% | -111.7% | -68.2% |
| All | -60.6% | +51.7% | -112.3% | -68.2% |
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 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