-20.3%
RIOT vs CAH
+38.5%
-58.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.6% | +6.1% | +11.1% |
| 7D | +6.4% | +7.0% | -0.6% | +9.5% |
| 30D | -20.4% | +12.4% | -32.8% | -16.2% |
| 3M | -28.7% | +12.2% | -40.9% | -24.6% |
| 6M | -17.7% | +33.2% | -50.9% | -7.4% |
| YTD | +21.3% | +28.4% | -7.1% | +40.9% |
| 1Y | -20.3% | +35.0% | -55.3% | -7.1% |
| All | -20.3% | +38.5% | -58.8% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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