+619.2%
RIO vs CRL
+244.4%
+374.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +1.0% | -4.6% | +5.6% | +2.1% |
| 30D | +4.0% | +0.5% | +3.5% | +3.9% |
| 3M | +4.5% | +46.6% | -42.1% | -5.6% |
| 6M | +17.3% | +57.3% | -39.9% | +3.0% |
| YTD | +36.2% | +39.5% | -3.4% | +22.7% |
| 1Y | +76.1% | +76.9% | -0.7% | +47.9% |
| 3Y | +102.5% | +39.4% | +63.2% | +72.0% |
| 5Y | +103.5% | -37.2% | +140.7% | +120.1% |
| 10Y | +619.2% | +253.4% | +365.8% | +273.0% |
| All | +619.2% | +244.4% | +374.7% | +273.0% |
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