+816.6%
RIOT vs CAG
-35.4%
+852.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +18.4% | -6.6% | +25.0% | +19.2% |
| 30D | +13.8% | +2.3% | +11.5% | +13.3% |
| 3M | -12.7% | +16.3% | -29.1% | -14.7% |
| 6M | +50.1% | -16.0% | +66.2% | +53.3% |
| YTD | +74.2% | -7.7% | +81.9% | +74.5% |
| 1Y | +45.1% | -16.0% | +61.1% | +47.4% |
| 3Y | +101.6% | -37.7% | +139.3% | +113.6% |
| 5Y | -29.6% | -41.2% | +11.6% | -25.3% |
| 10Y | +528.1% | -33.8% | +561.9% | +581.6% |
| All | +816.6% | -35.4% | +852.0% | +911.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling