+239.8%
RIOT vs CLBK
+66.9%
+173.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | +25.1% | +1.1% | +24.0% | +24.3% |
| 30D | +8.5% | +7.8% | +0.7% | +3.2% |
| 3M | -13.4% | +23.9% | -37.2% | -25.0% |
| 6M | +57.1% | +42.3% | +14.8% | +24.1% |
| YTD | +75.7% | +65.4% | +10.3% | +24.5% |
| 1Y | +65.6% | +70.3% | -4.7% | +14.4% |
| 3Y | +103.3% | +54.5% | +48.8% | +53.6% |
| 5Y | -26.7% | +43.1% | -69.8% | -46.0% |
| All | +239.8% | +66.9% | +173.0% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling