+325.4%
RIO vs CNH
+40.2%
+285.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.2% | -0.3% |
| 7D | +3.6% | +4.5% | -0.9% | +1.4% |
| 30D | -10.8% | +7.6% | -18.4% | -14.0% |
| 3M | -15.2% | +17.0% | -32.2% | -22.1% |
| 6M | -18.0% | +12.9% | -31.0% | -24.5% |
| YTD | +11.0% | +34.3% | -23.3% | -6.3% |
| 1Y | +26.4% | +28.5% | -2.2% | +8.4% |
| 3Y | +54.4% | +31.9% | +22.5% | +24.5% |
| 5Y | +98.1% | -9.6% | +107.7% | +84.7% |
| 10Y | +358.5% | +106.3% | +252.2% | +157.6% |
| All | +325.4% | +40.2% | +285.2% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling