+87.8%
RIO vs CAI
-11.0%
+98.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -3.4% | -5.1% | +1.7% | -3.1% |
| 30D | +0.6% | +3.9% | -3.3% | +0.4% |
| 3M | +2.5% | +40.1% | -37.6% | +1.1% |
| 6M | +10.8% | +29.7% | -18.9% | +9.1% |
| YTD | +30.5% | -10.9% | +41.4% | +28.9% |
| 1Y | +68.1% | -28.0% | +96.2% | +66.5% |
| All | +87.8% | -11.0% | +98.8% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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