+805.4%
RIOT vs CL
+60.7%
+744.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.1% |
| 7D | +14.8% | -2.2% | +17.0% | +14.8% |
| 30D | +1.4% | -4.8% | +6.2% | +1.4% |
| 3M | -20.6% | +4.9% | -25.6% | -21.2% |
| 6M | +31.9% | -5.7% | +37.6% | +31.7% |
| YTD | +72.1% | +14.4% | +57.7% | +69.6% |
| 1Y | +65.7% | +8.7% | +56.9% | +64.0% |
| 3Y | +97.5% | +30.0% | +67.5% | +85.9% |
| 5Y | -36.7% | +28.4% | -65.0% | -41.1% |
| 10Y | +550.1% | +50.1% | +500.1% | +476.0% |
| All | +805.4% | +60.7% | +744.7% | +687.0% |
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