+96.2%
RIO vs CAI
-8.1%
+104.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +1.9% | +0.2% | +1.8% | +1.9% |
| 30D | +5.0% | +9.1% | -4.2% | +4.5% |
| 3M | +5.1% | +53.8% | -48.6% | +3.2% |
| 6M | +17.6% | +33.5% | -15.9% | +15.7% |
| YTD | +36.3% | -8.0% | +44.3% | +34.5% |
| 1Y | +71.2% | -28.7% | +99.9% | +69.3% |
| All | +96.2% | -8.1% | +104.3% | +95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling