-59.7%
RIOT vs CME
+75.0%
-134.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | +20.8% | +2.7% | +18.1% | +19.9% |
| 30D | +7.0% | +13.5% | -6.5% | +2.5% |
| 3M | -12.3% | +20.9% | -33.2% | -18.1% |
| 6M | -27.3% | +11.5% | -38.8% | -30.1% |
| YTD | +40.7% | +19.5% | +21.3% | +28.1% |
| 1Y | +15.3% | +17.2% | -1.9% | +6.0% |
| 3Y | +72.1% | +65.1% | +7.0% | +10.9% |
| 5Y | -59.7% | +73.1% | -132.8% | -76.8% |
| All | -59.7% | +75.0% | -134.6% | -76.8% |
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 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