+805.4%
RIOT vs CFG
+391.0%
+414.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +14.8% | +1.5% | +13.3% | +13.8% |
| 30D | +1.4% | -3.8% | +5.2% | +4.0% |
| 3M | -20.6% | +11.5% | -32.1% | -26.5% |
| 6M | +31.9% | +19.2% | +12.7% | +17.2% |
| YTD | +72.1% | +23.7% | +48.4% | +48.8% |
| 1Y | +65.7% | +38.8% | +26.8% | +33.1% |
| 3Y | +97.5% | +178.9% | -81.4% | +7.7% |
| 5Y | -36.7% | +101.8% | -138.5% | -57.3% |
| 10Y | +550.1% | +317.3% | +232.9% | +210.6% |
| All | +805.4% | +391.0% | +414.4% | +361.1% |
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