+71.2%
RIO vs CNH
+20.6%
+50.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +1.8% |
| 7D | +1.9% | +8.8% | -6.9% | -0.2% |
| 30D | +5.0% | +24.7% | -19.7% | -0.8% |
| 3M | +5.1% | +27.3% | -22.2% | -1.7% |
| 6M | +17.6% | +23.2% | -5.5% | +9.7% |
| YTD | +36.3% | +48.9% | -12.6% | +21.7% |
| 1Y | +71.2% | +19.4% | +51.8% | +52.6% |
| All | +71.2% | +20.6% | +50.6% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling