+640.5%
RIOT vs CI
+139.6%
+500.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.7% | -2.0% |
| 7D | +20.8% | -1.7% | +22.5% | +21.3% |
| 30D | +7.0% | +4.9% | +2.1% | +5.2% |
| 3M | -12.3% | +7.4% | -19.6% | -14.6% |
| 6M | -27.3% | +0.4% | -27.6% | -28.2% |
| YTD | +40.7% | +9.5% | +31.3% | +34.7% |
| 1Y | +15.3% | +12.0% | +3.4% | +9.4% |
| 3Y | +72.1% | +7.1% | +65.0% | +57.3% |
| 5Y | -59.7% | +49.3% | -109.0% | -68.1% |
| 10Y | +651.6% | +146.6% | +505.0% | +379.7% |
| All | +640.5% | +139.6% | +500.9% | +352.5% |
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 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