+27.7%
RIOT vs CME
+9.1%
+18.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.8% | -5.2% |
| 7D | -0.9% | -2.4% | +1.5% | -2.0% |
| 30D | +3.5% | +6.2% | -2.7% | +6.3% |
| 3M | -13.0% | +4.4% | -17.4% | -8.6% |
| 6M | +43.1% | -9.6% | +52.7% | +48.9% |
| YTD | +65.4% | +3.8% | +61.6% | +60.3% |
| 1Y | +27.7% | +9.5% | +18.2% | +30.8% |
| All | +27.7% | +9.1% | +18.7% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling