-20.3%
RIOT vs CEG
-33.0%
+12.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -6.7% | +16.3% | +13.1% |
| 7D | +6.4% | -4.8% | +11.2% | +8.7% |
| 30D | -20.4% | -8.2% | -12.3% | -17.0% |
| 3M | -28.7% | -7.9% | -20.8% | -26.0% |
| 6M | -17.7% | -23.2% | +5.5% | -7.7% |
| YTD | +21.3% | -30.1% | +51.4% | +27.6% |
| 1Y | -20.3% | -31.9% | +11.6% | -15.9% |
| All | -20.3% | -33.0% | +12.7% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling