-26.7%
RIOT vs CMI
+164.8%
-191.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.0% |
| 7D | -1.5% | -0.7% | -0.8% | -0.6% |
| 30D | +5.7% | -12.4% | +18.0% | +23.2% |
| 3M | -17.9% | -14.8% | -3.1% | -0.5% |
| 6M | +45.0% | +0.8% | +44.2% | +45.6% |
| YTD | +69.5% | +10.2% | +59.3% | +57.2% |
| 1Y | +37.2% | +37.4% | -0.2% | -1.9% |
| 3Y | +111.7% | +153.3% | -41.5% | -22.2% |
| All | -26.7% | +164.8% | -191.5% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling