+73.7%
RIO vs CPB
-32.6%
+106.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.1% |
| 7D | 0.0% | -8.6% | +8.6% | -0.9% |
| 30D | +4.0% | -7.2% | +11.2% | +3.2% |
| 3M | +0.1% | +0.9% | -0.8% | +0.8% |
| 6M | +12.7% | -11.8% | +24.5% | +11.7% |
| YTD | +35.6% | -19.4% | +55.0% | +33.0% |
| 1Y | +73.7% | -30.4% | +104.1% | +66.9% |
| All | +73.7% | -32.6% | +106.3% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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