+471.6%
RIOT vs CME
+280.4%
+191.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.8% | -4.9% |
| 7D | -0.9% | -2.4% | +1.5% | +0.4% |
| 30D | +3.5% | +6.2% | -2.7% | -0.5% |
| 3M | -13.0% | +4.4% | -17.4% | -16.5% |
| 6M | +43.1% | -9.6% | +52.7% | +47.8% |
| YTD | +65.4% | +3.8% | +61.6% | +55.4% |
| 1Y | +27.7% | +9.5% | +18.2% | +15.2% |
| 3Y | +91.3% | +51.9% | +39.4% | +29.0% |
| 5Y | -29.3% | +78.7% | -108.0% | -56.9% |
| All | +471.6% | +280.4% | +191.2% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling