+485.8%
RIOT vs CG
+314.7%
+171.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.9% |
| 7D | -1.5% | -9.9% | +8.3% | +7.1% |
| 30D | +5.7% | -11.7% | +17.3% | +15.6% |
| 3M | -17.9% | -4.3% | -13.6% | -16.7% |
| 6M | +45.0% | -8.8% | +53.7% | +51.8% |
| YTD | +69.5% | -26.9% | +96.3% | +113.6% |
| 1Y | +37.2% | -35.4% | +72.6% | +91.4% |
| 3Y | +111.7% | +43.0% | +68.7% | +58.3% |
| 5Y | -27.5% | +1.9% | -29.4% | -27.3% |
| All | +485.8% | +314.7% | +171.1% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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