+358.5%
RIO vs CPB
-40.9%
+399.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -2.0% |
| 7D | +3.6% | +2.9% | +0.7% | +3.3% |
| 30D | -10.8% | +17.6% | -28.4% | -12.1% |
| 3M | -15.2% | +2.0% | -17.3% | -15.4% |
| 6M | -18.0% | +11.6% | -29.7% | -19.1% |
| YTD | +11.0% | -13.8% | +24.7% | +12.2% |
| 1Y | +26.4% | -21.6% | +47.9% | +29.0% |
| 3Y | +54.4% | -35.8% | +90.2% | +59.7% |
| 5Y | +98.1% | -33.3% | +131.4% | +102.5% |
| 10Y | +358.5% | -39.4% | +398.0% | +344.1% |
| All | +358.5% | -40.9% | +399.4% | +344.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling