+650.9%
RIOT vs CNH
+146.1%
+504.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.7% | +5.1% |
| 7D | +29.0% | +4.5% | +24.4% | +25.2% |
| 30D | +7.1% | +7.6% | -0.6% | +1.4% |
| 3M | -6.8% | +17.0% | -23.8% | -18.2% |
| 6M | -24.9% | +12.9% | -37.9% | -33.6% |
| YTD | +42.7% | +34.3% | +8.4% | +12.6% |
| 1Y | +4.4% | +28.5% | -24.2% | -15.7% |
| 3Y | +74.5% | +31.9% | +42.7% | +35.5% |
| 5Y | -50.5% | -9.6% | -40.8% | -50.1% |
| 10Y | +685.8% | +106.3% | +579.5% | +449.0% |
| All | +650.9% | +146.1% | +504.8% | +428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling