+662.2%
RIOT vs CF
+481.7%
+180.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.4% |
| 7D | +29.0% | +4.8% | +24.2% | +26.4% |
| 30D | +7.1% | +9.7% | -2.6% | +2.5% |
| 3M | -6.8% | +1.2% | -8.0% | -8.9% |
| 6M | -24.9% | +7.4% | -32.3% | -29.6% |
| YTD | +42.7% | +60.5% | -17.8% | +4.8% |
| 1Y | +4.4% | +50.7% | -46.4% | -21.2% |
| 3Y | +74.5% | +64.8% | +9.7% | +22.4% |
| 5Y | -50.5% | +115.8% | -166.2% | -71.8% |
| All | +662.2% | +481.7% | +180.5% | +243.7% |
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