+62.8%
CVE vs RIO
+313.8%
-251.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -1.7% |
| 7D | -14.1% | -0.1% | -14.0% | -14.3% |
| 30D | -11.6% | -13.3% | +1.7% | -4.2% |
| 3M | 0.0% | -16.3% | +16.3% | +10.2% |
| 6M | -8.4% | -15.4% | +7.1% | -1.3% |
| YTD | +65.9% | +9.2% | +56.7% | +49.8% |
| 1Y | +69.4% | +26.5% | +42.9% | +39.0% |
| 3Y | +55.9% | +49.9% | +6.0% | +12.3% |
| 5Y | +146.2% | +93.9% | +52.2% | +46.4% |
| 10Y | +140.6% | +422.3% | -281.7% | -14.2% |
| All | +62.8% | +313.8% | -251.1% | -42.5% |
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