+105.2%
CTVA vs RIO
+90.3%
+14.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +1.0% |
| 7D | -4.7% | -3.4% | -1.3% | -3.7% |
| 30D | +11.1% | +0.6% | +10.5% | +10.8% |
| 3M | +13.7% | +2.5% | +11.2% | +12.4% |
| 6M | +11.2% | +10.8% | +0.4% | +6.7% |
| YTD | +26.9% | +30.5% | -3.6% | +15.2% |
| 1Y | +18.8% | +68.1% | -49.3% | -1.1% |
| 3Y | +75.9% | +94.0% | -18.1% | +38.2% |
| 5Y | +105.2% | +92.0% | +13.2% | +63.8% |
| All | +105.2% | +90.3% | +14.9% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling