+234.8%
CRM vs RIOT
+917.0%
-682.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | -0.1% |
| 7D | -8.1% | -0.9% | -7.2% | -8.1% |
| 30D | +23.1% | +3.5% | +19.5% | +22.4% |
| 3M | +42.5% | -13.0% | +55.5% | +42.4% |
| 6M | +25.3% | +43.1% | -17.8% | +19.5% |
| YTD | -7.8% | +65.4% | -73.2% | -13.7% |
| 1Y | +1.0% | +27.7% | -26.7% | -4.2% |
| 3Y | +10.0% | +91.3% | -81.3% | -4.2% |
| 5Y | -3.9% | -29.3% | +25.4% | -16.4% |
| 10Y | +233.2% | +496.3% | -263.1% | +137.4% |
| All | +234.8% | +917.0% | -682.2% | +142.8% |
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