+5.8%
CAT vs RIOT
-0.7%
+6.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.7% | +1.5% | +5.9% |
| 7D | -2.4% | +49.2% | -51.6% | -11.6% |
| 30D | -25.0% | +4.6% | -29.6% | -26.4% |
| 3M | -28.7% | -13.9% | -14.8% | -27.6% |
| 6M | -33.0% | -26.7% | -6.3% | -30.1% |
| YTD | +5.4% | +39.4% | -34.0% | -9.0% |
| All | +5.8% | -0.7% | +6.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 1y: compounded portfolio wealth divided by compounded RIOT 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…
1y analysis · Full analysis span regression · 6 months rolling