-29.3%
RIOT vs CME
+76.3%
-105.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.8% | -5.0% |
| 7D | -0.9% | -2.4% | +1.5% | 0.0% |
| 30D | +3.5% | +6.2% | -2.7% | +0.8% |
| 3M | -13.0% | +4.4% | -17.4% | -14.8% |
| 6M | +43.1% | -9.6% | +52.7% | +49.3% |
| YTD | +65.4% | +3.8% | +61.6% | +57.7% |
| 1Y | +27.7% | +9.5% | +18.2% | +17.2% |
| 3Y | +91.3% | +51.9% | +39.4% | +20.5% |
| 5Y | -29.3% | +78.7% | -108.0% | -62.0% |
| All | -29.3% | +76.3% | -105.5% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling