+816.6%
RIOT vs CAH
+290.0%
+526.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +18.4% | -2.2% | +20.7% | +19.2% |
| 30D | +13.8% | +1.2% | +12.6% | +13.3% |
| 3M | -12.7% | +13.1% | -25.8% | -16.1% |
| 6M | +50.1% | +8.5% | +41.7% | +45.6% |
| YTD | +74.2% | +17.6% | +56.6% | +63.5% |
| 1Y | +45.1% | +60.7% | -15.6% | +21.3% |
| 3Y | +101.6% | +183.2% | -81.6% | +33.6% |
| 5Y | -29.6% | +402.2% | -431.8% | -62.1% |
| 10Y | +528.1% | +302.3% | +225.8% | +247.2% |
| All | +816.6% | +290.0% | +526.6% | +399.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling