+1,697.2%
CLS vs RIOT
-59.3%
+1,756.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.2% | -12.7% | -2.6% |
| 7D | -22.2% | +30.4% | -52.6% | -27.4% |
| 30D | -44.4% | -9.9% | -34.5% | -43.3% |
| 3M | -34.3% | -21.2% | -13.1% | -31.3% |
| 6M | -50.1% | -29.5% | -20.6% | -46.9% |
| YTD | -30.1% | +31.9% | -62.0% | -35.9% |
| 1Y | -39.3% | -3.6% | -35.7% | -40.7% |
| 3Y | +732.7% | +51.8% | +680.9% | +575.9% |
| All | +1,697.2% | -59.3% | +1,756.6% | +1,309.9% |
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 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