+3,446.1%
CSGP vs RIO
+3,128.1%
+318.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 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