-29.3%
RIOT vs CLBK
+41.8%
-71.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.5% | -5.6% | -5.4% |
| 7D | -0.9% | -1.4% | +0.5% | -0.1% |
| 30D | +3.5% | +4.5% | -1.0% | +0.5% |
| 3M | -13.0% | +22.8% | -35.8% | -24.0% |
| 6M | +43.1% | +43.4% | -0.3% | +13.2% |
| YTD | +65.4% | +64.1% | +1.2% | +18.9% |
| 1Y | +27.7% | +67.6% | -39.8% | -10.0% |
| 3Y | +91.3% | +53.3% | +38.1% | +47.0% |
| 5Y | -29.3% | +44.8% | -74.1% | -45.7% |
| All | -29.3% | +41.8% | -71.1% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 5y: compounded portfolio wealth divided by compounded CLBK 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…
5y analysis · Full analysis span regression · 6 months rolling