+143.9%
CAT vs RIOT
+43.7%
+100.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.2% | -12.3% | -1.2% |
| 7D | -10.3% | +30.4% | -40.7% | -14.4% |
| 30D | -31.2% | -9.9% | -21.3% | -30.6% |
| 3M | -34.7% | -21.2% | -13.4% | -33.1% |
| 6M | -39.5% | -29.5% | -10.0% | -37.5% |
| YTD | -1.7% | +31.9% | -33.5% | -8.3% |
| 1Y | -1.1% | -3.6% | +2.5% | -4.5% |
| 3Y | +143.9% | +51.8% | +92.1% | +108.5% |
| All | +143.9% | +43.7% | +100.2% | +108.5% |
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