+134.8%
CVE vs RIO
+98.5%
+36.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -1.0% |
| 7D | -10.1% | +4.4% | -14.5% | -12.0% |
| 30D | -12.1% | -8.9% | -3.3% | -8.4% |
| 3M | -1.9% | -12.7% | +10.8% | +4.0% |
| 6M | -1.8% | -16.2% | +14.4% | +5.2% |
| YTD | +65.8% | +13.4% | +52.4% | +47.3% |
| 1Y | +60.8% | +30.9% | +29.9% | +31.0% |
| 3Y | +70.1% | +60.2% | +9.9% | +19.3% |
| 5Y | +134.8% | +98.9% | +35.8% | +30.8% |
| All | +134.8% | +98.5% | +36.2% | +30.8% |
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