-50.5%
RIOT vs CI
+53.6%
-104.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +2.2% |
| 7D | +29.0% | +2.6% | +26.4% | +28.7% |
| 30D | +7.1% | +7.3% | -0.3% | +6.4% |
| 3M | -6.8% | +9.5% | -16.3% | -7.7% |
| 6M | -24.9% | +6.4% | -31.3% | -25.6% |
| YTD | +42.7% | +12.0% | +30.7% | +40.3% |
| 1Y | +4.4% | +20.1% | -15.7% | +1.4% |
| 3Y | +74.5% | +9.6% | +64.9% | +70.3% |
| 5Y | -50.5% | +52.7% | -103.2% | -58.3% |
| All | -50.5% | +53.6% | -104.0% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling