+99.6%
RIO vs CPB
-38.5%
+138.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.5% |
| 7D | +1.9% | -8.2% | +10.2% | +2.3% |
| 30D | +5.0% | -5.6% | +10.6% | +5.2% |
| 3M | +5.1% | +3.0% | +2.2% | +4.9% |
| 6M | +17.6% | -12.7% | +30.3% | +18.6% |
| YTD | +36.3% | -18.0% | +54.3% | +37.9% |
| 1Y | +71.2% | -31.7% | +102.9% | +76.2% |
| 3Y | +102.7% | -41.0% | +143.7% | +108.3% |
| 5Y | +99.6% | -38.4% | +138.0% | +103.5% |
| All | +99.6% | -38.5% | +138.1% | +103.5% |
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