-20.3%
RIOT vs CFG
+34.2%
-54.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.3% | +8.0% |
| 7D | +6.4% | +1.8% | +4.6% | +5.1% |
| 30D | -20.4% | +3.3% | -23.7% | -22.3% |
| 3M | -28.7% | -9.8% | -18.9% | -23.5% |
| 6M | -17.7% | +5.2% | -22.9% | -22.8% |
| YTD | +21.3% | +16.1% | +5.2% | +4.1% |
| 1Y | -20.3% | +33.7% | -53.9% | -40.5% |
| All | -20.3% | +34.2% | -54.5% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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