+158.3%
CAT vs RIOT
+73.1%
+85.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +7.4% | +4.8% | +2.6% | +6.7% |
| 30D | -19.7% | +16.0% | -35.7% | -22.0% |
| 3M | -29.6% | -8.8% | -20.8% | -29.5% |
| 6M | -33.2% | -29.7% | -3.5% | -31.0% |
| YTD | +5.7% | +38.3% | -32.6% | -2.2% |
| 1Y | +9.3% | +26.2% | -16.9% | +2.1% |
| 3Y | +158.3% | +79.0% | +79.4% | +119.6% |
| All | +158.3% | +73.1% | +85.2% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling