-10.7%
CMG vs RIOT
+63.2%
-74.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.9% |
| 7D | -2.8% | +14.8% | -17.6% | -4.0% |
| 30D | +7.1% | +1.4% | +5.7% | +6.8% |
| 3M | +31.2% | -20.6% | +51.8% | +31.8% |
| 6M | +0.7% | +31.9% | -31.2% | -5.1% |
| YTD | -0.1% | +72.1% | -72.2% | -9.1% |
| 1Y | -10.7% | +65.7% | -76.4% | -14.3% |
| All | -10.7% | +63.2% | -74.0% | -14.3% |
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