+274.5%
CMG vs RIOT
+750.5%
-475.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.4% |
| 7D | +2.5% | +4.8% | -2.4% | +2.2% |
| 30D | +15.6% | +16.0% | -0.4% | +14.2% |
| 3M | +8.2% | -8.8% | +17.0% | +8.0% |
| 6M | +9.9% | -29.7% | +39.6% | +10.8% |
| YTD | -4.6% | +38.3% | -42.9% | -8.6% |
| 1Y | +12.4% | +26.2% | -13.8% | +8.2% |
| 3Y | -18.0% | +79.0% | -96.9% | -26.0% |
| 5Y | -5.3% | -60.4% | +55.0% | -13.3% |
| 10Y | +344.2% | +638.6% | -294.3% | +221.0% |
| All | +274.5% | +750.5% | -475.9% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling