+770.1%
RIOT vs CNI
+134.8%
+635.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -4.6% |
| 7D | -0.9% | -1.1% | +0.2% | +0.1% |
| 30D | +3.5% | -3.5% | +7.0% | +7.1% |
| 3M | -13.0% | +2.2% | -15.2% | -16.0% |
| 6M | +43.1% | +15.1% | +28.0% | +23.9% |
| YTD | +65.4% | +24.7% | +40.7% | +32.2% |
| 1Y | +27.7% | +33.4% | -5.6% | -4.8% |
| 3Y | +91.3% | +19.5% | +71.8% | +61.5% |
| 5Y | -29.3% | +12.6% | -41.8% | -34.3% |
| 10Y | +496.3% | +134.7% | +361.6% | +264.1% |
| All | +770.1% | +134.8% | +635.3% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling