+594.0%
RIOT vs CF
+399.3%
+194.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.7% | +12.5% | +13.0% |
| 7D | +30.4% | -3.2% | +33.6% | +31.4% |
| 30D | -9.9% | +4.3% | -14.2% | -12.0% |
| 3M | -21.2% | +2.8% | -24.0% | -23.6% |
| 6M | -29.5% | +0.6% | -30.1% | -32.1% |
| YTD | +31.9% | +56.6% | -24.7% | -1.1% |
| 1Y | -3.6% | +49.6% | -53.2% | -26.4% |
| 3Y | +51.8% | +61.5% | -9.7% | +8.8% |
| 5Y | -46.9% | +124.0% | -170.9% | -69.3% |
| 10Y | +677.5% | +573.2% | +104.3% | +199.1% |
| All | +594.0% | +399.3% | +194.7% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling