+35.2%
CLS vs RIOT
+61.4%
-26.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.5% | +4.9% |
| 7D | +12.8% | +25.1% | -12.4% | +3.9% |
| 30D | +3.8% | +8.5% | -4.7% | +0.3% |
| 3M | -14.6% | -13.4% | -1.3% | -12.4% |
| 6M | +32.2% | +57.1% | -24.9% | +9.8% |
| YTD | +11.6% | +75.7% | -64.1% | -12.0% |
| All | +35.2% | +61.4% | -26.2% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling