+37.2%
RIOT vs CHYM
+42.5%
-5.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | -1.5% | -2.3% | +0.7% | -0.8% |
| 30D | +5.7% | +4.4% | +1.2% | +3.6% |
| 3M | -17.9% | +91.3% | -109.2% | -40.4% |
| 6M | +45.0% | +44.0% | +1.0% | +20.0% |
| YTD | +69.5% | +31.1% | +38.3% | +43.9% |
| 1Y | +37.2% | +37.8% | -0.7% | +8.5% |
| All | +37.2% | +42.5% | -5.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling