+2,674.9%
RIO vs CRL
+1,379.5%
+1,295.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | +4.0% | +10.7% | -6.7% | +0.8% |
| 3M | +0.1% | +55.3% | -55.2% | -12.9% |
| 6M | +12.7% | +60.7% | -47.9% | -4.1% |
| YTD | +35.6% | +44.6% | -9.1% | +18.3% |
| 1Y | +73.7% | +77.7% | -4.1% | +41.0% |
| 3Y | +93.3% | +37.6% | +55.7% | +59.3% |
| 5Y | +92.4% | -35.8% | +128.3% | +96.4% |
| 10Y | +606.9% | +241.7% | +365.2% | +283.9% |
| All | +2,674.9% | +1,379.5% | +1,295.4% | +957.9% |
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