+250.6%
RIO vs CLBK
+65.6%
+185.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.3% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | +0.6% | +4.5% | -4.0% | -0.8% |
| 3M | +2.5% | +22.8% | -20.3% | -4.0% |
| 6M | +10.8% | +43.4% | -32.6% | -1.1% |
| YTD | +30.5% | +64.1% | -33.6% | +11.4% |
| 1Y | +68.1% | +67.6% | +0.6% | +42.0% |
| 3Y | +94.0% | +53.3% | +40.8% | +62.8% |
| 5Y | +92.0% | +44.8% | +47.2% | +52.4% |
| All | +250.6% | +65.6% | +185.0% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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