+627.6%
RIOT vs CCI
+62.7%
+565.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.3% |
| 7D | +4.8% | +2.5% | +2.3% | +3.7% |
| 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% | -32.6% |
| YTD | +38.3% | +6.2% | +32.1% | +30.6% |
| 1Y | +26.2% | +5.4% | +20.8% | +19.5% |
| 3Y | +79.0% | +11.7% | +67.2% | +55.5% |
| 5Y | -60.4% | -35.6% | -24.7% | -53.0% |
| 10Y | +638.6% | +68.7% | +569.9% | +838.9% |
| All | +627.6% | +62.7% | +565.0% | +943.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling