+99.6%
RIO vs CRL
-37.4%
+137.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.0% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +5.0% | +5.0% | 0.0% | +4.1% |
| 3M | +5.1% | +50.6% | -45.5% | -2.1% |
| 6M | +17.6% | +60.9% | -43.3% | +7.6% |
| YTD | +36.3% | +40.7% | -4.5% | +27.2% |
| 1Y | +71.2% | +73.3% | -2.1% | +53.3% |
| 3Y | +102.7% | +40.6% | +62.1% | +82.5% |
| 5Y | +99.6% | -37.0% | +136.6% | +89.0% |
| All | +99.6% | -37.4% | +137.0% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling