+51.8%
RIOT vs CL
+38.3%
+13.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -2.2% | +15.4% | +11.9% |
| 7D | +30.4% | +1.3% | +29.1% | +31.7% |
| 30D | -9.9% | +11.4% | -21.2% | -3.6% |
| 3M | -21.2% | +4.4% | -25.6% | -18.1% |
| 6M | -29.5% | +10.8% | -40.3% | -24.2% |
| YTD | +31.9% | +25.1% | +6.8% | +48.9% |
| 1Y | -3.6% | +28.0% | -31.6% | +10.0% |
| 3Y | +51.8% | +37.6% | +14.2% | +79.9% |
| All | +51.8% | +38.3% | +13.5% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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