+116.0%
RIOT vs CAI
-9.9%
+125.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +2.2% |
| 7D | -1.5% | -2.9% | +1.4% | -0.8% |
| 30D | +5.7% | +9.3% | -3.7% | +3.6% |
| 3M | -17.9% | +35.2% | -53.1% | -24.4% |
| 6M | +45.0% | +30.7% | +14.2% | +33.2% |
| YTD | +69.5% | -9.8% | +79.2% | +66.2% |
| 1Y | +37.2% | -28.9% | +66.0% | +36.9% |
| All | +116.0% | -9.9% | +125.8% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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