-26.7%
RIOT vs CFG
+100.9%
-127.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +3.2% |
| 7D | +25.1% | +2.7% | +22.4% | +22.1% |
| 30D | +8.5% | -3.7% | +12.2% | +12.4% |
| 3M | -13.4% | +9.5% | -22.8% | -21.6% |
| 6M | +57.1% | +22.2% | +34.9% | +27.2% |
| YTD | +75.7% | +22.3% | +53.4% | +41.2% |
| 1Y | +65.6% | +39.4% | +26.2% | +16.7% |
| 3Y | +103.3% | +188.5% | -85.2% | -25.4% |
| 5Y | -26.7% | +101.5% | -128.3% | -59.6% |
| All | -26.7% | +100.9% | -127.7% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling