-26.7%
RIOT vs CNC
+10.7%
-37.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.4% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | +5.7% | -1.0% | +6.6% | +5.7% |
| 3M | -17.9% | +4.5% | -22.4% | -18.3% |
| 6M | +45.0% | +85.2% | -40.3% | +35.8% |
| YTD | +69.5% | +61.4% | +8.0% | +60.1% |
| 1Y | +37.2% | +94.9% | -57.7% | +26.1% |
| 3Y | +111.7% | 0.0% | +111.7% | +104.6% |
| All | -26.7% | +10.7% | -37.5% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling