+659.2%
RIOT vs CFG
+357.1%
+302.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | +18.9% | -0.8% | +19.7% | +19.6% |
| 30D | +11.0% | +3.1% | +7.9% | +8.7% |
| 3M | -9.7% | -9.7% | 0.0% | -3.9% |
| 6M | -27.9% | +6.7% | -34.6% | -31.8% |
| YTD | +44.3% | +15.2% | +29.1% | +30.2% |
| 1Y | +13.3% | +28.8% | -15.5% | -5.2% |
| 3Y | +76.4% | +190.1% | -113.6% | -5.7% |
| 5Y | -53.8% | +63.4% | -117.1% | -65.3% |
| 10Y | +670.6% | +219.8% | +450.9% | +305.5% |
| All | +659.2% | +357.1% | +302.1% | +303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling