+11.8%
CRM vs RIOT
+98.8%
-86.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.5% | +1.8% |
| 7D | -4.4% | -1.5% | -2.9% | -4.4% |
| 30D | +28.1% | +5.7% | +22.5% | +27.5% |
| 3M | +48.8% | -17.9% | +66.7% | +49.7% |
| 6M | +28.3% | +45.0% | -16.7% | +22.0% |
| YTD | -6.0% | +69.5% | -75.5% | -12.8% |
| 1Y | +1.4% | +37.2% | -35.8% | -4.8% |
| 3Y | +11.8% | +111.7% | -99.9% | -7.3% |
| All | +11.8% | +98.8% | -86.9% | -7.3% |
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