+650.9%
RIOT vs CI
+145.1%
+505.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +1.7% |
| 7D | +29.0% | +2.6% | +26.4% | +28.1% |
| 30D | +7.1% | +7.3% | -0.3% | +4.7% |
| 3M | -6.8% | +9.5% | -16.3% | -9.7% |
| 6M | -24.9% | +6.4% | -31.3% | -27.2% |
| YTD | +42.7% | +12.0% | +30.7% | +35.7% |
| 1Y | +4.4% | +20.1% | -15.7% | -3.1% |
| 3Y | +74.5% | +9.6% | +64.9% | +58.5% |
| 5Y | -50.5% | +52.7% | -103.2% | -61.0% |
| 10Y | +685.8% | +150.3% | +535.6% | +400.5% |
| All | +650.9% | +145.1% | +505.8% | +356.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling