+19.8%
RIOT vs CEG
+681.8%
-662.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.7% | -2.4% | -3.8% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +3.5% | +2.9% | +0.6% | +2.2% |
| 3M | -13.0% | +18.2% | -31.2% | -18.8% |
| 6M | +43.1% | -9.5% | +52.6% | +48.5% |
| YTD | +65.4% | -18.7% | +84.0% | +77.5% |
| 1Y | +27.7% | -10.1% | +37.9% | +31.7% |
| 3Y | +91.3% | +168.3% | -77.0% | +20.4% |
| All | +19.8% | +681.8% | -662.0% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling