+27.7%
RIOT vs CI
-4.4%
+32.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.0% | -6.1% | -5.0% |
| 7D | -0.9% | -1.3% | +0.4% | -0.9% |
| 30D | +3.5% | +3.1% | +0.4% | +3.6% |
| 3M | -13.0% | -4.5% | -8.5% | -12.6% |
| 6M | +43.1% | +8.3% | +34.8% | +40.9% |
| YTD | +65.4% | +3.8% | +61.6% | +64.9% |
| 1Y | +27.7% | -5.0% | +32.8% | +29.8% |
| All | +27.7% | -4.4% | +32.2% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling