+791.7%
RIOT vs CNC
+112.5%
+679.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | +5.7% | -1.0% | +6.6% | +5.7% |
| 3M | -17.9% | +4.5% | -22.4% | -18.8% |
| 6M | +45.0% | +85.2% | -40.3% | +28.7% |
| YTD | +69.5% | +61.4% | +8.0% | +53.0% |
| 1Y | +37.2% | +94.9% | -57.7% | +18.7% |
| 3Y | +111.7% | 0.0% | +111.7% | +98.7% |
| 5Y | -27.5% | +11.2% | -38.7% | -33.2% |
| 10Y | +511.1% | +98.7% | +412.3% | +349.4% |
| All | +791.7% | +112.5% | +679.2% | +608.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling