+201.5%
CAT vs RIOT
+98.5%
+102.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.2% |
| 7D | +1.7% | +14.8% | -13.1% | -0.6% |
| 30D | -6.6% | +1.4% | -8.0% | -7.2% |
| 3M | -13.3% | -20.6% | +7.3% | -11.3% |
| 6M | +11.6% | +31.9% | -20.3% | +5.3% |
| YTD | +42.9% | +72.1% | -29.1% | +29.0% |
| 1Y | +95.4% | +65.7% | +29.8% | +75.2% |
| All | +201.5% | +98.5% | +102.9% | +137.7% |
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