+3,264.4%
CSGP vs RIO
+3,842.4%
-578.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 3M | -8.2% | +0.1% | -8.3% | -8.7% |
| 6M | -35.1% | +12.7% | -47.8% | -37.7% |
| YTD | -54.0% | +35.6% | -89.6% | -58.1% |
| 1Y | -65.3% | +73.7% | -139.0% | -70.4% |
| 3Y | -62.6% | +93.3% | -155.9% | -69.1% |
| 5Y | -64.8% | +92.4% | -157.3% | -71.5% |
| 10Y | +45.1% | +606.9% | -561.9% | -17.9% |
| All | +3,264.4% | +3,842.4% | -578.1% | +968.7% |
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 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