+106.6%
RIOT vs CAG
-39.3%
+145.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.7% | -2.4% | -5.8% |
| 7D | -0.9% | -5.9% | +5.0% | -2.5% |
| 30D | +3.5% | -1.5% | +5.0% | +3.1% |
| 3M | -13.0% | +11.5% | -24.5% | -10.3% |
| 6M | +43.1% | -15.7% | +58.8% | +40.5% |
| YTD | +65.4% | -10.2% | +75.6% | +64.6% |
| 1Y | +27.7% | -18.1% | +45.8% | +26.5% |
| All | +106.6% | -39.3% | +145.9% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling