+292.4%
CMG vs RIOT
+958.3%
-665.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.8% |
| 7D | -2.8% | +14.8% | -17.6% | -3.7% |
| 30D | +7.1% | +1.4% | +5.7% | +6.8% |
| 3M | +31.2% | -20.6% | +51.8% | +32.1% |
| 6M | +0.7% | +31.9% | -31.2% | -2.3% |
| YTD | -0.1% | +72.1% | -72.2% | -5.1% |
| 1Y | -10.7% | +65.7% | -76.4% | -15.4% |
| 3Y | -4.7% | +97.5% | -102.1% | -14.4% |
| 5Y | -3.8% | -36.7% | +32.9% | -13.7% |
| 10Y | +352.5% | +550.1% | -197.7% | +226.0% |
| All | +292.4% | +958.3% | -665.9% | +178.5% |
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