+45.1%
RIOT vs CMS
-0.2%
+45.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -1.1% |
| 7D | +18.4% | +0.2% | +18.3% | +18.5% |
| 30D | +13.8% | -1.3% | +15.1% | +13.2% |
| 3M | -12.7% | -5.4% | -7.4% | -14.9% |
| 6M | +50.1% | -10.3% | +60.5% | +49.4% |
| YTD | +74.2% | -0.2% | +74.4% | +73.2% |
| 1Y | +45.1% | -0.9% | +46.0% | +47.9% |
| All | +45.1% | -0.2% | +45.3% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling