+322.0%
CMG vs RIOT
+527.0%
-205.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | 0.0% |
| 7D | -2.1% | -1.5% | -0.5% | -2.0% |
| 30D | +10.9% | +5.7% | +5.2% | +10.3% |
| 3M | +15.8% | -17.9% | +33.7% | +16.5% |
| 6M | +6.9% | +45.0% | -38.0% | +3.2% |
| YTD | -2.2% | +69.5% | -71.6% | -7.0% |
| 1Y | -7.1% | +37.2% | -44.3% | -10.9% |
| 3Y | -7.1% | +111.7% | -118.9% | -16.9% |
| 5Y | -4.8% | -27.5% | +22.7% | -15.1% |
| All | +322.0% | +527.0% | -205.0% | +205.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling