+117.7%
RIOT vs CME
+52.6%
+65.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -1.0% |
| 7D | +18.4% | -0.6% | +19.1% | +18.2% |
| 30D | +13.8% | +4.7% | +9.1% | +15.0% |
| 3M | -12.7% | +7.8% | -20.6% | -10.2% |
| 6M | +50.1% | -11.0% | +61.1% | +53.1% |
| YTD | +74.2% | +4.0% | +70.2% | +76.2% |
| 1Y | +45.1% | +9.1% | +36.0% | +47.3% |
| All | +117.7% | +52.6% | +65.0% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling