+471.6%
RIOT vs CNH
+157.1%
+314.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.2% | -3.2% |
| 7D | -0.9% | -2.5% | +1.6% | +0.5% |
| 30D | +3.5% | +27.0% | -23.5% | -13.1% |
| 3M | -13.0% | +32.6% | -45.6% | -29.6% |
| 6M | +43.1% | +23.6% | +19.5% | +21.2% |
| YTD | +65.4% | +47.8% | +17.5% | +22.8% |
| 1Y | +27.7% | +21.3% | +6.5% | +7.9% |
| 3Y | +91.3% | +7.0% | +84.4% | +71.4% |
| 5Y | -29.3% | +10.2% | -39.4% | -36.4% |
| All | +471.6% | +157.1% | +314.5% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling