+528.1%
RIOT vs CFG
+308.1%
+220.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.2% |
| 7D | +18.4% | -0.6% | +19.0% | +19.0% |
| 30D | +13.8% | -4.5% | +18.3% | +17.3% |
| 3M | -12.7% | +6.3% | -19.1% | -16.7% |
| 6M | +50.1% | +20.6% | +29.5% | +31.7% |
| YTD | +74.2% | +21.2% | +53.0% | +52.0% |
| 1Y | +45.1% | +38.2% | +6.9% | +16.2% |
| 3Y | +101.6% | +185.9% | -84.4% | +6.6% |
| 5Y | -29.6% | +97.0% | -126.6% | -52.5% |
| 10Y | +528.1% | +306.8% | +221.3% | +114.6% |
| All | +528.1% | +308.1% | +220.0% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling