+502.2%
RIOT vs CDW
+270.8%
+231.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +0.2% |
| 7D | +18.4% | -4.2% | +22.7% | +22.1% |
| 30D | +13.8% | +4.9% | +8.9% | +8.8% |
| 3M | -12.7% | +7.3% | -20.0% | -20.9% |
| 6M | +50.1% | +19.2% | +31.0% | +15.9% |
| YTD | +74.2% | +6.2% | +68.0% | +44.2% |
| 1Y | +45.1% | -14.0% | +59.1% | +44.6% |
| 3Y | +101.6% | -30.0% | +131.5% | +145.7% |
| 5Y | -29.6% | -23.6% | -6.0% | -17.3% |
| All | +502.2% | +270.8% | +231.3% | +30.5% |
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