+321.4%
RIO vs CNH
+32.2%
+289.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.5% |
| 7D | +2.2% | -1.7% | +3.9% | +3.0% |
| 30D | -10.1% | -7.2% | -2.9% | -7.7% |
| 3M | -14.1% | +6.5% | -20.7% | -17.8% |
| 6M | -18.9% | +7.9% | -26.8% | -23.7% |
| YTD | +9.9% | +26.6% | -16.7% | -4.7% |
| 1Y | +27.0% | +13.8% | +13.2% | +15.0% |
| 3Y | +50.1% | +9.2% | +40.9% | +31.9% |
| 5Y | +95.3% | -15.6% | +110.9% | +87.9% |
| 10Y | +425.9% | +119.2% | +306.7% | +185.0% |
| All | +321.4% | +32.2% | +289.2% | +144.9% |
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