+363.3%
RIO vs CRL
+358.0%
+5.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +0.5% | +5.0% | -4.5% | -0.8% |
| 30D | -9.9% | +13.5% | -23.4% | -13.2% |
| 3M | -14.0% | +21.5% | -35.5% | -18.7% |
| 6M | -19.5% | +103.4% | -122.9% | -33.8% |
| YTD | +11.5% | +71.8% | -60.3% | -5.2% |
| 1Y | +26.9% | +97.5% | -70.6% | +3.8% |
| 3Y | +55.1% | +99.2% | -44.1% | +18.5% |
| 5Y | +90.7% | -12.1% | +102.8% | +86.4% |
| 10Y | +363.3% | +359.2% | +4.2% | +142.4% |
| All | +363.3% | +358.0% | +5.3% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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