+224.3%
CTVA vs RIO
+208.9%
+15.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.4% |
| 7D | -2.1% | +1.9% | -4.0% | -2.8% |
| 30D | +12.0% | +5.0% | +7.1% | +9.7% |
| 3M | +13.5% | +5.1% | +8.3% | +10.7% |
| 6M | +12.1% | +17.6% | -5.5% | +3.5% |
| YTD | +29.0% | +36.3% | -7.3% | +11.5% |
| 1Y | +18.9% | +71.2% | -52.3% | -7.3% |
| 3Y | +78.9% | +102.7% | -23.8% | +27.1% |
| 5Y | +105.2% | +99.6% | +5.7% | +41.5% |
| All | +224.3% | +208.9% | +15.4% | +48.9% |
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