-29.3%
RIOT vs CAG
-42.8%
+13.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.7% | -2.4% | -5.5% |
| 7D | -0.9% | -5.9% | +5.0% | -1.9% |
| 30D | +3.5% | -1.5% | +5.0% | +3.2% |
| 3M | -13.0% | +11.5% | -24.5% | -11.4% |
| 6M | +43.1% | -15.7% | +58.8% | +42.0% |
| YTD | +65.4% | -10.2% | +75.6% | +65.1% |
| 1Y | +27.7% | -18.1% | +45.8% | +27.4% |
| 3Y | +91.3% | -39.4% | +130.7% | +89.1% |
| 5Y | -29.3% | -42.6% | +13.3% | -23.9% |
| All | -29.3% | -42.8% | +13.6% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling