+633.5%
RIOT vs CLF
+351.1%
+282.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.0% | -1.3% | +2.9% |
| 7D | +49.2% | -14.1% | +63.2% | +57.4% |
| 30D | +4.6% | -5.5% | +10.1% | +5.4% |
| 3M | -13.9% | 0.0% | -13.9% | -16.1% |
| 6M | -26.7% | +11.3% | -37.9% | -33.1% |
| YTD | +39.4% | -7.7% | +47.1% | +35.0% |
| 1Y | +3.8% | +17.5% | -13.7% | -9.0% |
| 3Y | +73.0% | -25.4% | +98.4% | +68.3% |
| 5Y | -55.7% | -46.0% | -9.7% | -51.3% |
| 10Y | +685.8% | +80.1% | +605.8% | +421.1% |
| All | +633.5% | +351.1% | +282.3% | +323.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling