+183.3%
CAT vs RIOT
-50.8%
+234.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.2% | -12.3% | -0.7% |
| 7D | -10.3% | +30.4% | -40.7% | -13.6% |
| 30D | -31.2% | -9.9% | -21.3% | -30.7% |
| 3M | -34.7% | -21.2% | -13.4% | -33.4% |
| 6M | -39.5% | -29.5% | -10.0% | -37.9% |
| YTD | -1.7% | +31.9% | -33.5% | -7.0% |
| 1Y | -1.1% | -3.6% | +2.5% | -3.7% |
| 3Y | +143.9% | +51.8% | +92.1% | +112.1% |
| All | +183.3% | -50.8% | +234.1% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling