+485.8%
RIOT vs CAH
+294.8%
+191.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | -1.5% | -5.1% | +3.6% | 0.0% |
| 30D | +5.7% | +0.2% | +5.5% | +5.6% |
| 3M | -17.9% | +6.3% | -24.2% | -19.6% |
| 6M | +45.0% | +9.4% | +35.6% | +40.1% |
| YTD | +69.5% | +15.0% | +54.5% | +59.9% |
| 1Y | +37.2% | +55.4% | -18.3% | +15.5% |
| 3Y | +111.7% | +173.8% | -62.1% | +40.5% |
| 5Y | -27.5% | +395.2% | -422.7% | -61.5% |
| All | +485.8% | +294.8% | +191.0% | +285.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling