+640.5%
RIOT vs CFG
+353.5%
+287.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.9% |
| 7D | +20.8% | +1.6% | +19.2% | +19.5% |
| 30D | +7.0% | +3.3% | +3.7% | +4.7% |
| 3M | -12.3% | -11.5% | -0.7% | -5.3% |
| 6M | -27.3% | +6.2% | -33.5% | -31.0% |
| YTD | +40.7% | +14.3% | +26.5% | +27.7% |
| 1Y | +15.3% | +26.7% | -11.4% | -2.4% |
| 3Y | +72.1% | +187.8% | -115.7% | -7.5% |
| 5Y | -59.7% | +61.3% | -120.9% | -69.5% |
| 10Y | +651.6% | +217.2% | +434.4% | +297.7% |
| All | +640.5% | +353.5% | +287.0% | +295.7% |
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