+216.7%
CTVA vs RIO
+197.4%
+19.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -4.5% | -3.2% | -1.3% | -3.3% |
| 30D | +11.3% | +0.9% | +10.4% | +10.7% |
| 3M | +12.3% | -1.4% | +13.7% | +12.5% |
| 6M | +7.2% | +10.9% | -3.8% | +1.3% |
| YTD | +26.0% | +31.2% | -5.2% | +10.5% |
| 1Y | +16.0% | +67.9% | -51.9% | -8.9% |
| 3Y | +73.9% | +88.8% | -14.9% | +27.4% |
| 5Y | +103.8% | +93.1% | +10.7% | +42.2% |
| All | +216.7% | +197.4% | +19.3% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling