+79.0%
RIOT vs CME
+65.9%
+13.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.5% |
| 7D | +4.8% | +3.9% | +0.9% | +6.3% |
| 30D | +16.0% | +11.3% | +4.7% | +20.7% |
| 3M | -8.8% | +19.6% | -28.4% | -3.0% |
| 6M | -29.7% | +8.1% | -37.8% | -24.6% |
| YTD | +38.3% | +20.4% | +17.9% | +48.0% |
| 1Y | +26.2% | +16.5% | +9.7% | +34.5% |
| 3Y | +79.0% | +66.4% | +12.5% | +58.8% |
| All | +79.0% | +65.9% | +13.0% | +58.8% |
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