+381.4%
RIO vs CNH
+134.0%
+247.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.9% | -7.7% | -1.1% |
| 7D | +4.4% | +8.6% | -4.1% | +0.9% |
| 30D | -8.9% | +12.6% | -21.4% | -13.4% |
| 3M | -12.7% | +17.5% | -30.2% | -19.4% |
| 6M | -16.2% | +18.1% | -34.3% | -23.7% |
| YTD | +13.4% | +40.4% | -27.0% | -4.9% |
| 1Y | +30.9% | +34.0% | -3.1% | +11.7% |
| 3Y | +60.2% | +35.3% | +24.9% | +29.8% |
| 5Y | +98.9% | -5.1% | +104.0% | +83.3% |
| 10Y | +381.4% | +124.0% | +257.4% | +184.4% |
| All | +381.4% | +134.0% | +247.5% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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