+73.2%
CVE vs RIO
+92.9%
-19.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +16.7% | +4.0% | +12.8% | +15.1% |
| 3M | +9.3% | +0.1% | +9.1% | +9.1% |
| 6M | +43.6% | +12.7% | +30.9% | +35.4% |
| YTD | +93.6% | +35.6% | +58.0% | +67.3% |
| 1Y | +98.8% | +73.7% | +25.1% | +52.0% |
| All | +73.2% | +92.9% | -19.7% | +25.8% |
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 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