+805.4%
RIOT vs CLF
+359.9%
+445.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.4% |
| 7D | +14.8% | +7.6% | +7.2% | +11.3% |
| 30D | +1.4% | -1.2% | +2.6% | +1.4% |
| 3M | -20.6% | -13.4% | -7.3% | -17.5% |
| 6M | +31.9% | +15.4% | +16.5% | +21.4% |
| YTD | +72.1% | -5.9% | +77.9% | +68.8% |
| 1Y | +65.7% | +18.8% | +46.8% | +45.3% |
| 3Y | +97.5% | -19.4% | +116.9% | +90.5% |
| 5Y | -36.7% | -47.7% | +11.0% | -28.8% |
| 10Y | +550.1% | +130.4% | +419.8% | +317.9% |
| All | +805.4% | +359.9% | +445.4% | +429.9% |
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