-20.3%
RIOT vs CNC
+122.0%
-142.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +12.6% | -3.0% | +10.1% |
| 7D | +6.4% | +13.4% | -7.0% | +6.9% |
| 30D | -20.4% | +18.2% | -38.7% | -19.6% |
| 3M | -28.7% | +18.6% | -47.3% | -27.9% |
| 6M | -17.7% | +41.9% | -59.6% | -15.6% |
| YTD | +21.3% | +84.7% | -63.4% | +19.1% |
| 1Y | -20.3% | +110.5% | -130.8% | -23.9% |
| All | -20.3% | +122.0% | -142.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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