+65.7%
RIOT vs CMI
+45.0%
+20.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | -0.3% |
| 7D | +14.8% | -0.7% | +15.5% | +15.8% |
| 30D | +1.4% | -13.4% | +14.8% | +21.1% |
| 3M | -20.6% | -17.0% | -3.6% | -0.1% |
| 6M | +31.9% | -1.6% | +33.5% | +33.8% |
| YTD | +72.1% | +11.0% | +61.1% | +62.2% |
| 1Y | +65.7% | +41.9% | +23.7% | +41.8% |
| All | +65.7% | +45.0% | +20.7% | +41.8% |
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