+805.4%
RIOT vs CME
+335.0%
+470.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | +14.8% | -1.6% | +16.4% | +15.7% |
| 30D | +1.4% | +6.2% | -4.8% | -2.4% |
| 3M | -20.6% | +10.4% | -31.1% | -26.4% |
| 6M | +31.9% | -9.5% | +41.4% | +36.3% |
| YTD | +72.1% | +6.0% | +66.0% | +60.2% |
| 1Y | +65.7% | +9.3% | +56.4% | +50.5% |
| 3Y | +97.5% | +57.7% | +39.8% | +32.1% |
| 5Y | -36.7% | +77.7% | -114.4% | -60.3% |
| 10Y | +550.1% | +281.2% | +268.9% | +186.8% |
| All | +805.4% | +335.0% | +470.4% | +343.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling