+95.8%
RIO vs CNH
+11.5%
+84.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -1.0% |
| 7D | 0.0% | +23.3% | -23.3% | -7.5% |
| 30D | +4.0% | +33.5% | -29.5% | -6.7% |
| 3M | +0.1% | +32.7% | -32.6% | -10.6% |
| 6M | +12.7% | +22.2% | -9.5% | +3.1% |
| YTD | +35.6% | +57.7% | -22.1% | +11.9% |
| 1Y | +73.7% | +28.0% | +45.7% | +54.7% |
| 3Y | +93.3% | +11.5% | +81.8% | +76.7% |
| All | +95.8% | +11.5% | +84.4% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling