+111.7%
RIOT vs CAH
+176.8%
-65.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.4% |
| 7D | -1.5% | -5.1% | +3.6% | -2.0% |
| 30D | +5.7% | +0.2% | +5.5% | +5.7% |
| 3M | -17.9% | +6.3% | -24.2% | -17.3% |
| 6M | +45.0% | +9.4% | +35.6% | +47.3% |
| YTD | +69.5% | +15.0% | +54.5% | +73.1% |
| 1Y | +37.2% | +55.4% | -18.3% | +39.0% |
| 3Y | +111.7% | +173.8% | -62.1% | +106.1% |
| All | +111.7% | +176.8% | -65.0% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling