+73.2%
CVE vs RIO
+29.3%
+43.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.6% | -11.2% | -7.7% |
| 7D | -12.1% | -1.6% | -10.5% | -11.9% |
| 30D | -9.8% | -11.6% | +1.8% | -9.1% |
| 3M | -0.7% | -12.7% | +12.0% | -0.1% |
| 6M | -4.3% | -12.4% | +8.1% | -3.6% |
| YTD | +70.6% | +11.0% | +59.6% | +65.6% |
| 1Y | +73.2% | +30.8% | +42.3% | +66.0% |
| All | +73.2% | +29.3% | +43.8% | +66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling