-29.6%
RIOT vs CLF
-47.6%
+18.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | 0.0% |
| 7D | +18.4% | -2.7% | +21.1% | +20.0% |
| 30D | +13.8% | -3.2% | +17.0% | +15.1% |
| 3M | -12.7% | -5.0% | -7.8% | -12.8% |
| 6M | +50.1% | +26.6% | +23.5% | +27.7% |
| YTD | +74.2% | -9.0% | +83.2% | +71.5% |
| 1Y | +45.1% | +11.8% | +33.3% | +24.5% |
| 3Y | +101.6% | -15.1% | +116.7% | +81.2% |
| 5Y | -29.6% | -48.2% | +18.6% | -15.6% |
| All | -29.6% | -47.6% | +18.0% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling