-20.3%
RIOT vs CMI
+10.9%
-31.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -5.8% | +15.4% | +16.4% |
| 7D | +6.4% | -11.2% | +17.6% | +21.8% |
| 30D | -20.4% | -9.8% | -10.6% | -10.6% |
| 3M | -28.7% | -25.5% | -3.2% | +1.6% |
| 6M | -17.7% | -27.7% | +9.9% | +20.5% |
| YTD | +21.3% | -6.6% | +27.9% | +40.3% |
| 1Y | -20.3% | +11.7% | -31.9% | -16.5% |
| All | -20.3% | +10.9% | -31.2% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling