-20.3%
RIOT vs CNI
+37.5%
-57.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.5% | +8.7% |
| 7D | +6.4% | +3.7% | +2.6% | +4.7% |
| 30D | -20.4% | +8.1% | -28.5% | -23.4% |
| 3M | -28.7% | +1.9% | -30.6% | -29.3% |
| 6M | -17.7% | +19.2% | -36.9% | -28.6% |
| YTD | +21.3% | +32.7% | -11.4% | 0.0% |
| 1Y | -20.3% | +37.0% | -57.3% | -36.1% |
| All | -20.3% | +37.5% | -57.8% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling