-57.7%
CSGP vs RIO
+50.8%
-108.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.8% |
| 7D | +18.3% | -1.6% | +19.9% | +18.4% |
| 30D | +17.8% | -11.6% | +29.4% | +19.0% |
| 3M | +9.3% | -12.7% | +22.0% | +10.4% |
| 6M | -7.9% | -12.4% | +4.5% | -7.5% |
| YTD | -51.5% | +11.0% | -62.5% | -55.1% |
| 1Y | -53.3% | +30.8% | -84.2% | -59.1% |
| All | -57.7% | +50.8% | -108.5% | -65.7% |
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