+619.6%
RIOT vs CDW
+312.7%
+307.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.3% |
| 7D | +4.8% | +9.3% | -4.5% | -1.4% |
| 30D | +16.0% | +14.4% | +1.7% | +5.2% |
| 3M | -8.8% | +21.4% | -30.2% | -22.1% |
| 6M | -29.7% | +72.8% | -102.5% | -56.5% |
| YTD | +38.3% | +28.0% | +10.3% | -0.7% |
| 1Y | +26.2% | +19.3% | +6.9% | -3.6% |
| 3Y | +79.0% | -15.3% | +94.3% | +87.8% |
| 5Y | -60.4% | -3.8% | -56.6% | -61.0% |
| All | +619.6% | +312.7% | +307.0% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling