+633.5%
RIOT vs CMS
+126.7%
+506.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.7% |
| 7D | +49.2% | -0.9% | +50.1% | +49.2% |
| 30D | +4.6% | +7.1% | -2.5% | +4.4% |
| 3M | -13.9% | -1.3% | -12.7% | -13.9% |
| 6M | -26.7% | -2.7% | -24.0% | -26.7% |
| YTD | +39.4% | +2.6% | +36.8% | +39.1% |
| 1Y | +3.8% | -2.0% | +5.8% | +3.9% |
| 3Y | +73.0% | +39.6% | +33.4% | +68.8% |
| 5Y | -55.7% | +35.3% | -91.0% | -56.7% |
| 10Y | +685.8% | +132.3% | +553.5% | +812.1% |
| All | +633.5% | +126.7% | +506.7% | +772.8% |
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