+619.2%
RIO vs CNH
+157.1%
+462.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.0% |
| 7D | +1.0% | +1.8% | -0.9% | +0.1% |
| 30D | +4.0% | +32.6% | -28.6% | -7.9% |
| 3M | +4.5% | +29.4% | -24.9% | -7.4% |
| 6M | +17.3% | +26.0% | -8.6% | +4.3% |
| YTD | +36.2% | +52.2% | -16.0% | +11.2% |
| 1Y | +76.1% | +23.9% | +52.3% | +56.1% |
| 3Y | +102.5% | +10.1% | +92.4% | +81.5% |
| 5Y | +103.5% | +13.2% | +90.4% | +74.5% |
| 10Y | +619.2% | +160.7% | +458.5% | +250.7% |
| All | +619.2% | +157.1% | +462.1% | +250.7% |
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