-20.3%
RIOT vs CAG
-6.8%
-13.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.0% | +3.7% | +13.1% |
| 7D | +6.4% | +9.7% | -3.3% | +12.6% |
| 30D | -20.4% | +15.8% | -36.2% | -12.6% |
| 3M | -28.7% | +1.8% | -30.5% | -27.0% |
| 6M | -17.7% | +11.5% | -29.2% | -9.7% |
| YTD | +21.3% | -6.7% | +28.0% | +24.3% |
| 1Y | -20.3% | -5.6% | -14.6% | -19.6% |
| All | -20.3% | -6.8% | -13.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling