-29.3%
RIOT vs CCI
-50.8%
+21.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.7% | -3.3% | -4.3% |
| 7D | -0.9% | -4.4% | +3.5% | +1.1% |
| 30D | +3.5% | +0.3% | +3.2% | +3.3% |
| 3M | -13.0% | -20.0% | +7.0% | -4.2% |
| 6M | +43.1% | -14.5% | +57.6% | +50.6% |
| YTD | +65.4% | -14.9% | +80.2% | +73.7% |
| 1Y | +27.7% | -17.7% | +45.4% | +36.7% |
| 3Y | +91.3% | -12.4% | +103.7% | +78.2% |
| 5Y | -29.3% | -50.1% | +20.9% | +5.8% |
| All | -29.3% | -50.8% | +21.5% | +5.8% |
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