+805.4%
RIOT vs CI
+127.2%
+678.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.5% |
| 7D | +14.8% | +1.3% | +13.5% | +14.3% |
| 30D | +1.4% | +4.4% | -3.0% | -0.1% |
| 3M | -20.6% | +0.7% | -21.3% | -21.4% |
| 6M | +31.9% | +0.3% | +31.5% | +30.5% |
| YTD | +72.1% | +3.8% | +68.2% | +67.9% |
| 1Y | +65.7% | -5.5% | +71.1% | +65.0% |
| 3Y | +97.5% | +8.1% | +89.4% | +79.2% |
| 5Y | -36.7% | +42.8% | -79.5% | -49.0% |
| 10Y | +550.1% | +143.9% | +406.3% | +315.7% |
| All | +805.4% | +127.2% | +678.2% | +464.2% |
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