+471.6%
RIOT vs CI
+144.3%
+327.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.1% | -5.3% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | +3.5% | +3.1% | +0.4% | +2.4% |
| 3M | -13.0% | -4.5% | -8.5% | -12.4% |
| 6M | +43.1% | +8.3% | +34.8% | +38.4% |
| YTD | +65.4% | +3.8% | +61.6% | +61.4% |
| 1Y | +27.7% | -5.0% | +32.8% | +27.0% |
| 3Y | +91.3% | +5.8% | +85.6% | +75.4% |
| 5Y | -29.3% | +50.6% | -79.9% | -44.2% |
| All | +471.6% | +144.3% | +327.3% | +339.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling