+2,137.8%
RIO vs CRL
+1,647.7%
+490.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | +0.1% | +8.9% | -8.7% | -2.4% |
| 30D | -10.5% | +14.0% | -24.5% | -14.6% |
| 3M | -15.9% | +19.8% | -35.8% | -21.1% |
| 6M | -22.3% | +102.0% | -124.3% | -38.4% |
| YTD | +9.3% | +70.8% | -61.5% | -10.1% |
| 1Y | +23.0% | +98.7% | -75.7% | -3.5% |
| 3Y | +52.1% | +98.2% | -46.1% | +10.9% |
| 5Y | +88.9% | -11.7% | +100.6% | +73.3% |
| 10Y | +354.1% | +356.7% | -2.5% | +123.5% |
| All | +2,137.8% | +1,647.7% | +490.0% | +704.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling