-4.1%
CMG vs RIOT
-61.9%
+57.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.5% |
| 7D | +2.5% | +4.8% | -2.4% | +2.0% |
| 30D | +15.6% | +16.0% | -0.4% | +13.1% |
| 3M | +8.2% | -8.8% | +17.0% | +7.9% |
| 6M | +9.9% | -29.7% | +39.6% | +11.5% |
| YTD | -4.6% | +38.3% | -42.9% | -12.3% |
| 1Y | +12.4% | +26.2% | -13.8% | +4.2% |
| 3Y | -18.0% | +79.0% | -96.9% | -34.5% |
| All | -4.1% | -61.9% | +57.8% | -20.7% |
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