+419.7%
RIO vs CNH
+64.7%
+355.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -1.3% |
| 7D | 0.0% | +23.3% | -23.3% | -9.0% |
| 30D | +4.0% | +33.5% | -29.5% | -8.8% |
| 3M | +0.1% | +32.7% | -32.6% | -12.7% |
| 6M | +12.7% | +22.2% | -9.5% | +1.0% |
| YTD | +35.6% | +57.7% | -22.1% | +8.0% |
| 1Y | +73.7% | +28.0% | +45.7% | +50.9% |
| 3Y | +93.3% | +11.5% | +81.8% | +71.3% |
| 5Y | +92.4% | +11.9% | +80.6% | +64.6% |
| 10Y | +606.9% | +162.8% | +444.2% | +258.7% |
| All | +419.7% | +64.7% | +355.0% | +177.4% |
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