-64.8%
CSGP vs RIO
+93.6%
-158.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | -8.2% | +0.1% | -8.3% | -8.3% |
| 6M | -35.1% | +12.7% | -47.8% | -37.4% |
| YTD | -54.0% | +35.6% | -89.6% | -58.2% |
| 1Y | -65.3% | +73.7% | -139.0% | -70.8% |
| 3Y | -62.6% | +93.3% | -155.9% | -69.7% |
| All | -64.8% | +93.6% | -158.4% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling