+15.3%
RIOT vs CF
+53.7%
-38.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.8% | -1.9% |
| 7D | +20.8% | +5.4% | +15.4% | +23.5% |
| 30D | +7.0% | +6.5% | +0.4% | +10.8% |
| 3M | -12.3% | +4.6% | -16.9% | -9.6% |
| 6M | -27.3% | -3.3% | -23.9% | -26.1% |
| YTD | +40.7% | +63.9% | -23.2% | +20.8% |
| 1Y | +15.3% | +50.4% | -35.1% | +3.2% |
| All | +15.3% | +53.7% | -38.4% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling