+485.8%
RIOT vs CAG
-36.2%
+522.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | -1.5% | -5.7% | +4.2% | -0.9% |
| 30D | +5.7% | -2.4% | +8.1% | +5.7% |
| 3M | -17.9% | +9.8% | -27.7% | -19.3% |
| 6M | +45.0% | -10.8% | +55.8% | +46.7% |
| YTD | +69.5% | -10.8% | +80.3% | +70.4% |
| 1Y | +37.2% | -19.0% | +56.1% | +40.1% |
| 3Y | +111.7% | -39.7% | +151.4% | +126.0% |
| 5Y | -27.5% | -43.0% | +15.5% | -22.6% |
| All | +485.8% | -36.2% | +522.0% | +511.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling