+619.6%
RIOT vs CI
+146.2%
+473.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | +4.8% | +1.2% | +3.7% | +4.6% |
| 30D | +16.0% | +2.6% | +13.5% | +15.0% |
| 3M | -8.8% | +7.4% | -16.2% | -11.1% |
| 6M | -29.7% | -0.1% | -29.6% | -30.5% |
| YTD | +38.3% | +9.7% | +28.5% | +32.5% |
| 1Y | +26.2% | +12.1% | +14.1% | +20.0% |
| 3Y | +79.0% | +7.0% | +71.9% | +64.4% |
| 5Y | -60.4% | +49.7% | -110.1% | -68.4% |
| All | +619.6% | +146.2% | +473.5% | +543.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling