+805.4%
RIOT vs CF
+457.7%
+347.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.4% | +4.3% |
| 7D | +14.8% | +6.0% | +8.8% | +12.0% |
| 30D | +1.4% | +14.8% | -13.5% | -4.4% |
| 3M | -20.6% | +14.1% | -34.7% | -25.7% |
| 6M | +31.9% | +28.5% | +3.4% | +10.8% |
| YTD | +72.1% | +74.9% | -2.9% | +25.4% |
| 1Y | +65.7% | +61.7% | +4.0% | +25.2% |
| 3Y | +97.5% | +80.3% | +17.1% | +37.3% |
| 5Y | -36.7% | +226.0% | -262.7% | -68.8% |
| 10Y | +550.1% | +569.9% | -19.7% | +151.9% |
| All | +805.4% | +457.7% | +347.7% | +264.3% |
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