+805.4%
RIOT vs CMS
+121.4%
+684.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +14.8% | +0.4% | +14.4% | +14.8% |
| 30D | +1.4% | -3.6% | +5.0% | +1.5% |
| 3M | -20.6% | -1.9% | -18.7% | -20.7% |
| 6M | +31.9% | -11.0% | +42.9% | +32.4% |
| YTD | +72.1% | +0.2% | +71.9% | +71.7% |
| 1Y | +65.7% | -1.3% | +67.0% | +65.5% |
| 3Y | +97.5% | +35.9% | +61.5% | +92.9% |
| 5Y | -36.7% | +23.1% | -59.8% | -38.0% |
| 10Y | +550.1% | +117.9% | +432.2% | +657.2% |
| All | +805.4% | +121.4% | +684.0% | +977.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling