-29.3%
RIOT vs CLX
-37.2%
+7.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.1% | -5.0% |
| 7D | -0.9% | -5.9% | +5.0% | -0.2% |
| 30D | +3.5% | -17.0% | +20.5% | +5.7% |
| 3M | -13.0% | -9.6% | -3.4% | -12.2% |
| 6M | +43.1% | -21.5% | +64.6% | +47.2% |
| YTD | +65.4% | -8.8% | +74.2% | +66.3% |
| 1Y | +27.7% | -24.7% | +52.4% | +32.1% |
| 3Y | +91.3% | -35.6% | +127.0% | +99.4% |
| 5Y | -29.3% | -37.6% | +8.4% | -35.8% |
| All | -29.3% | -37.2% | +7.9% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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