+43.3%
CTVA vs RIO
+51.7%
-8.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -20.8% | -0.9% | -19.8% | -20.4% |
| 30D | -29.6% | -9.1% | -20.5% | -27.7% |
| 3M | -16.9% | -13.7% | -3.2% | -13.6% |
| 6M | -24.3% | -24.3% | +0.1% | -18.3% |
| YTD | -5.6% | +8.9% | -14.5% | -10.3% |
| 1Y | -4.2% | +22.7% | -26.8% | -12.7% |
| 3Y | +43.3% | +51.2% | -7.9% | +19.0% |
| All | +43.3% | +51.7% | -8.4% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling