-26.7%
RIOT vs CNH
+7.1%
-33.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +6.2% |
| 7D | +25.1% | +8.8% | +16.3% | +17.2% |
| 30D | +8.5% | +24.7% | -16.2% | -9.5% |
| 3M | -13.4% | +27.3% | -40.7% | -29.6% |
| 6M | +57.1% | +23.2% | +34.0% | +30.5% |
| YTD | +75.7% | +48.9% | +26.8% | +24.0% |
| 1Y | +65.6% | +19.4% | +46.2% | +38.2% |
| 3Y | +103.3% | +7.8% | +95.5% | +78.3% |
| 5Y | -26.7% | +8.7% | -35.5% | -33.2% |
| All | -26.7% | +7.1% | -33.9% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling