+828.8%
CAT vs RIOT
+711.2%
+117.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.2% | -12.3% | 0.0% |
| 7D | -10.3% | +30.4% | -40.7% | -12.2% |
| 30D | -31.2% | -9.9% | -21.3% | -30.9% |
| 3M | -34.7% | -21.2% | -13.4% | -33.9% |
| 6M | -39.5% | -29.5% | -10.0% | -38.6% |
| YTD | -1.7% | +31.9% | -33.5% | -4.7% |
| 1Y | -1.1% | -3.6% | +2.5% | -2.5% |
| 3Y | +143.9% | +51.8% | +92.1% | +125.7% |
| 5Y | +194.8% | -46.9% | +241.7% | +172.6% |
| 10Y | +739.8% | +677.5% | +62.3% | +499.9% |
| All | +828.8% | +711.2% | +117.6% | +553.9% |
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