+4,988.9%
RIO vs CPB
+341.9%
+4,647.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +0.5% | -4.1% | +4.6% | +1.3% |
| 30D | -9.9% | +16.9% | -26.8% | -13.0% |
| 3M | -14.0% | -0.6% | -13.5% | -14.3% |
| 6M | -19.5% | +11.4% | -30.9% | -22.0% |
| YTD | +11.5% | -14.8% | +26.4% | +13.8% |
| 1Y | +26.9% | -24.8% | +51.7% | +32.9% |
| 3Y | +55.1% | -36.6% | +91.7% | +66.2% |
| 5Y | +90.7% | -33.3% | +124.0% | +99.2% |
| 10Y | +363.3% | -40.4% | +403.7% | +379.4% |
| All | +4,988.9% | +341.9% | +4,647.0% | +3,370.0% |
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 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