+594.0%
RIOT vs CB
+266.7%
+327.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.8% | +15.0% | +13.9% |
| 7D | +30.4% | +0.2% | +30.2% | +30.2% |
| 30D | -9.9% | +9.1% | -18.9% | -13.4% |
| 3M | -21.2% | +3.4% | -24.6% | -22.7% |
| 6M | -29.5% | +14.1% | -43.6% | -34.8% |
| YTD | +31.9% | +18.0% | +13.9% | +18.7% |
| 1Y | -3.6% | +30.1% | -33.8% | -17.7% |
| 3Y | +51.8% | +71.8% | -20.0% | +7.8% |
| 5Y | -46.9% | +101.8% | -148.8% | -66.0% |
| 10Y | +677.5% | +252.1% | +425.4% | +242.3% |
| All | +594.0% | +266.7% | +327.3% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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