+1,250.1%
CAT vs RIOT
+958.3%
+291.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.5% |
| 7D | +1.7% | +14.8% | -13.1% | +0.7% |
| 30D | -6.6% | +1.4% | -8.0% | -6.8% |
| 3M | -13.3% | -20.6% | +7.3% | -12.3% |
| 6M | +11.6% | +31.9% | -20.3% | +8.8% |
| YTD | +42.9% | +72.1% | -29.1% | +36.6% |
| 1Y | +95.4% | +65.7% | +29.8% | +86.2% |
| 3Y | +196.6% | +97.5% | +99.1% | +170.0% |
| 5Y | +321.7% | -36.7% | +358.3% | +285.2% |
| 10Y | +1,140.8% | +550.1% | +590.6% | +785.3% |
| All | +1,250.1% | +958.3% | +291.8% | +836.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling