+130.1%
CVE vs RIO
+392.9%
-262.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -1.7% |
| 7D | -10.1% | +4.4% | -14.5% | -13.0% |
| 30D | -12.1% | -8.9% | -3.3% | -6.9% |
| 3M | -1.9% | -12.7% | +10.8% | +6.5% |
| 6M | -1.8% | -16.2% | +14.4% | +7.8% |
| YTD | +65.8% | +13.4% | +52.4% | +42.0% |
| 1Y | +60.8% | +30.9% | +29.9% | +23.1% |
| 3Y | +70.1% | +60.2% | +9.9% | +7.5% |
| 5Y | +134.8% | +98.9% | +35.8% | +17.2% |
| 10Y | +130.1% | +381.4% | -251.3% | -24.4% |
| All | +130.1% | +392.9% | -262.8% | -24.4% |
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