+659.2%
RIOT vs CL
+78.4%
+580.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +18.9% | -0.8% | +19.7% | +18.9% |
| 30D | +11.0% | +9.5% | +1.5% | +11.2% |
| 3M | -9.7% | +6.8% | -16.5% | -9.5% |
| 6M | -27.9% | +14.3% | -42.1% | -28.1% |
| YTD | +44.3% | +27.0% | +17.3% | +42.5% |
| 1Y | +13.3% | +26.3% | -13.0% | +11.8% |
| 3Y | +76.4% | +39.3% | +37.2% | +67.7% |
| 5Y | -53.8% | +41.5% | -95.3% | -56.8% |
| 10Y | +670.6% | +84.1% | +586.5% | +557.1% |
| All | +659.2% | +78.4% | +580.8% | +561.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling