+471.6%
RIOT vs CMS
+120.6%
+351.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -5.0% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | +3.5% | -2.8% | +6.3% | +3.6% |
| 3M | -13.0% | -7.1% | -5.9% | -12.8% |
| 6M | +43.1% | -10.0% | +53.1% | +43.8% |
| YTD | +65.4% | -0.9% | +66.3% | +65.0% |
| 1Y | +27.7% | -2.0% | +29.7% | +27.6% |
| 3Y | +91.3% | +33.0% | +58.3% | +85.9% |
| 5Y | -29.3% | +24.3% | -53.5% | -31.1% |
| All | +471.6% | +120.6% | +351.0% | +519.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling