-60.3%
CSGP vs RIO
+49.3%
-109.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -4.7% |
| 7D | +1.3% | +2.2% | -1.0% | +1.1% |
| 30D | +10.7% | -10.1% | +20.8% | +11.6% |
| 3M | +3.3% | -14.1% | +17.4% | +4.5% |
| 6M | -10.3% | -18.9% | +8.6% | -8.5% |
| YTD | -54.6% | +9.9% | -64.5% | -57.9% |
| 1Y | -54.6% | +27.0% | -81.6% | -60.0% |
| 3Y | -60.3% | +50.1% | -110.4% | -67.8% |
| All | -60.3% | +49.3% | -109.7% | -67.8% |
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 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