+98.5%
RIOT vs CF
+73.9%
+24.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.4% | +3.3% |
| 7D | +14.8% | +6.0% | +8.8% | +14.3% |
| 30D | +1.4% | +14.8% | -13.5% | +0.3% |
| 3M | -20.6% | +14.1% | -34.7% | -21.6% |
| 6M | +31.9% | +28.5% | +3.4% | +19.2% |
| YTD | +72.1% | +74.9% | -2.9% | +36.9% |
| 1Y | +65.7% | +61.7% | +4.0% | +36.4% |
| All | +98.5% | +73.9% | +24.6% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling