+15.4%
CLS vs RIOT
+38.8%
-23.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.6% |
| 7D | +4.6% | +14.8% | -10.2% | -1.9% |
| 30D | -13.9% | +1.4% | -15.3% | -15.0% |
| 3M | -26.6% | -20.6% | -5.9% | -20.8% |
| 6M | +15.4% | +31.9% | -16.5% | -5.0% |
| All | +15.4% | +38.8% | -23.4% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling