+24.6%
RIOT vs CEG
+717.3%
-692.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +0.9% |
| 7D | +14.8% | +8.0% | +6.8% | +10.7% |
| 30D | +1.4% | +12.9% | -11.5% | -4.2% |
| 3M | -20.6% | +13.2% | -33.8% | -24.5% |
| 6M | +31.9% | -7.0% | +38.9% | +35.1% |
| YTD | +72.1% | -15.0% | +87.1% | +80.9% |
| 1Y | +65.7% | -2.7% | +68.4% | +65.0% |
| 3Y | +97.5% | +184.1% | -86.6% | +20.9% |
| All | +24.6% | +717.3% | -692.6% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling