+41.0%
CVS vs RIO
+604.6%
-563.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.7% |
| 7D | -2.0% | -3.4% | +1.4% | -1.4% |
| 30D | +1.9% | +0.6% | +1.3% | +1.7% |
| 3M | -2.2% | +2.5% | -4.7% | -2.9% |
| 6M | +26.7% | +10.8% | +15.9% | +23.5% |
| YTD | +22.9% | +30.5% | -7.6% | +15.5% |
| 1Y | +32.9% | +68.1% | -35.2% | +18.5% |
| 3Y | +62.3% | +94.0% | -31.7% | +38.5% |
| 5Y | +34.2% | +92.0% | -57.8% | +12.2% |
| All | +41.0% | +604.6% | -563.6% | -8.8% |
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 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