-26.7%
RIOT vs CMS
+26.5%
-53.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +25.1% | +1.2% | +23.9% | +25.0% |
| 30D | +8.5% | -3.2% | +11.6% | +8.6% |
| 3M | -13.4% | -2.2% | -11.1% | -13.5% |
| 6M | +57.1% | -9.4% | +66.6% | +58.2% |
| YTD | +75.7% | +0.7% | +75.0% | +74.7% |
| 1Y | +65.6% | +0.4% | +65.3% | +65.0% |
| 3Y | +103.3% | +35.2% | +68.1% | +90.8% |
| 5Y | -26.7% | +24.1% | -50.9% | -23.0% |
| All | -26.7% | +26.5% | -53.2% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling