-58.4%
RIOT vs CCI
-35.6%
-22.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.3% |
| 7D | +4.8% | +2.5% | +2.3% | +3.8% |
| 30D | +16.0% | +14.4% | +1.6% | +9.1% |
| 3M | -8.8% | +21.7% | -30.5% | -16.9% |
| 6M | -29.7% | +4.0% | -33.7% | -32.2% |
| YTD | +38.3% | +6.2% | +32.1% | +30.9% |
| 1Y | +26.2% | +5.4% | +20.8% | +19.9% |
| 3Y | +79.0% | +11.7% | +67.2% | +46.2% |
| All | -58.4% | -35.6% | -22.8% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 5y: compounded portfolio wealth divided by compounded CCI 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…
5y analysis · Full analysis span regression · 6 months rolling