+6,084.9%
RIO vs CPB
+318.1%
+5,766.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.1% |
| 7D | 0.0% | -8.6% | +8.6% | +1.8% |
| 30D | +4.0% | -7.2% | +11.2% | +5.4% |
| 3M | +0.1% | +0.9% | -0.8% | -0.6% |
| 6M | +12.7% | -11.8% | +24.5% | +14.8% |
| YTD | +35.6% | -19.4% | +55.0% | +40.3% |
| 1Y | +73.7% | -30.4% | +104.1% | +85.0% |
| 3Y | +93.3% | -40.2% | +133.5% | +110.0% |
| 5Y | +92.4% | -39.5% | +131.9% | +105.9% |
| 10Y | +606.9% | -47.4% | +654.3% | +655.2% |
| All | +6,084.9% | +318.1% | +5,766.7% | +4,178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling