-29.5%
RIOT vs CF
-1.3%
-28.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.7% | +12.5% | +13.6% |
| 7D | +30.4% | -3.2% | +33.6% | +29.4% |
| 30D | -9.9% | +4.3% | -14.2% | -7.3% |
| 3M | -21.2% | +2.8% | -24.0% | -19.8% |
| 6M | -29.5% | +0.6% | -30.1% | -27.0% |
| All | -29.5% | -1.3% | -28.2% | -27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling