+90.3%
RIO vs CPB
-33.2%
+123.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.5% |
| 7D | -0.9% | -1.6% | +0.6% | -0.9% |
| 30D | -9.1% | +19.2% | -28.3% | -9.7% |
| 3M | -13.7% | -0.9% | -12.7% | -13.6% |
| 6M | -24.3% | +15.2% | -39.6% | -24.9% |
| YTD | +8.9% | -13.1% | +22.0% | +10.0% |
| 1Y | +22.7% | -22.4% | +45.1% | +25.1% |
| 3Y | +51.2% | -35.3% | +86.5% | +54.4% |
| All | +90.3% | -33.2% | +123.5% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling