+103.3%
RIOT vs CLF
-14.9%
+118.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.9% |
| 7D | +25.1% | +6.5% | +18.6% | +21.5% |
| 30D | +8.5% | +0.2% | +8.2% | +7.8% |
| 3M | -13.4% | -3.1% | -10.3% | -13.9% |
| 6M | +57.1% | +25.0% | +32.1% | +37.2% |
| YTD | +75.7% | -7.5% | +83.1% | +72.4% |
| 1Y | +65.6% | +11.5% | +54.1% | +45.7% |
| 3Y | +103.3% | -13.7% | +117.0% | +64.7% |
| All | +103.3% | -14.9% | +118.2% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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