-5.2%
CMG vs RIOT
-29.4%
+24.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.4% |
| 7D | -6.5% | +18.4% | -24.9% | -8.3% |
| 30D | +12.1% | +13.8% | -1.7% | +10.0% |
| 3M | +20.6% | -12.7% | +33.3% | +20.9% |
| 6M | +2.1% | +50.1% | -48.0% | -4.9% |
| YTD | -2.6% | +74.2% | -76.8% | -11.7% |
| 1Y | -8.7% | +45.1% | -53.8% | -16.3% |
| 3Y | -7.4% | +101.6% | -108.9% | -26.2% |
| All | -5.2% | -29.4% | +24.1% | -25.1% |
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