-18.0%
CMG vs RIOT
+73.1%
-91.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.4% |
| 7D | +2.5% | +4.8% | -2.4% | +2.1% |
| 30D | +15.6% | +16.0% | -0.4% | +14.0% |
| 3M | +8.2% | -8.8% | +17.0% | +8.0% |
| 6M | +9.9% | -29.7% | +39.6% | +11.0% |
| YTD | -4.6% | +38.3% | -42.9% | -10.1% |
| 1Y | +12.4% | +26.2% | -13.8% | +6.5% |
| 3Y | -18.0% | +79.0% | -96.9% | -24.3% |
| All | -18.0% | +73.1% | -91.1% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling