+770.1%
RIOT vs CMI
+560.2%
+209.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.9% | -4.2% | -4.3% |
| 7D | -0.9% | +0.8% | -1.7% | -1.6% |
| 30D | +3.5% | -12.8% | +16.3% | +17.1% |
| 3M | -13.0% | -12.4% | -0.6% | -0.9% |
| 6M | +43.1% | -0.9% | +44.0% | +47.8% |
| YTD | +65.4% | +8.9% | +56.5% | +60.7% |
| 1Y | +27.7% | +37.7% | -10.0% | +1.1% |
| 3Y | +91.3% | +148.9% | -57.5% | -2.9% |
| 5Y | -29.3% | +164.4% | -193.6% | -65.2% |
| 10Y | +496.3% | +506.9% | -10.7% | +77.5% |
| All | +770.1% | +560.2% | +209.9% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling