+119.5%
RIOT vs CI
+3.7%
+115.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +1.9% |
| 7D | +25.1% | -2.0% | +27.1% | +24.9% |
| 30D | +8.5% | -1.8% | +10.3% | +8.4% |
| 3M | -13.4% | -4.2% | -9.1% | -13.4% |
| 6M | +57.1% | +2.7% | +54.4% | +57.3% |
| YTD | +75.7% | +1.9% | +73.8% | +76.4% |
| 1Y | +65.6% | -6.3% | +71.9% | +65.4% |
| All | +119.5% | +3.7% | +115.9% | +135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling