+643.6%
RIOT vs CF
+546.9%
+96.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.7% | +12.5% | +13.0% |
| 7D | +30.4% | -3.2% | +33.6% | +31.4% |
| 30D | -9.9% | +4.3% | -14.2% | -12.1% |
| 3M | -21.2% | +2.8% | -24.0% | -23.6% |
| 6M | -29.5% | +0.6% | -30.1% | -32.2% |
| YTD | +31.9% | +56.6% | -24.7% | -2.3% |
| 1Y | -3.6% | +49.6% | -53.2% | -27.2% |
| 3Y | +51.8% | +61.5% | -9.7% | +7.0% |
| 5Y | -46.9% | +124.0% | -170.9% | -70.4% |
| All | +643.6% | +546.9% | +96.7% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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