+527.2%
RIOT vs CF
+589.1%
-62.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | +25.1% | -0.9% | +26.1% | +25.5% |
| 30D | +8.5% | +18.1% | -9.6% | +1.2% |
| 3M | -13.4% | +23.4% | -36.7% | -21.4% |
| 6M | +57.1% | +17.1% | +40.1% | +38.3% |
| YTD | +75.7% | +76.2% | -0.5% | +27.1% |
| 1Y | +65.6% | +62.3% | +3.4% | +24.5% |
| 3Y | +103.3% | +71.8% | +31.5% | +44.1% |
| 5Y | -26.7% | +234.6% | -261.3% | -65.1% |
| 10Y | +527.2% | +574.3% | -47.1% | +154.5% |
| All | +527.2% | +589.1% | -62.0% | +154.5% |
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