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  • CSGP vs RIO✓SelectedUSD · RIOCSGP vs RIO performance historyLatest closeAs of+4.02%11/04
Stock and ETF performance explorer

CSGP vs RIO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,446.1%
RIO return
+3,128.1%
Excess return
+318.0%
Maximum drawdown
-73.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRIOExcessAlpha
1D+4.0%+3.6%+0.4%+3.2%
7D+18.3%-1.6%+19.9%+18.7%
30D+17.8%-11.6%+29.4%+21.1%
3M+9.3%-12.7%+22.0%+12.5%
6M-7.9%-12.4%+4.5%-6.1%
YTD-51.5%+11.0%-62.5%-53.8%
1Y-53.3%+30.8%-84.2%-57.3%
3Y-57.9%+52.4%-110.3%-63.3%
5Y-61.3%+96.4%-157.7%-68.9%
10Y+77.5%+431.1%-353.5%+7.5%
All+3,446.1%+3,128.1%+318.0%+1,079.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling