+627.6%
RIOT vs CNP
+175.2%
+452.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.0% |
| 7D | +4.8% | +1.3% | +3.5% | +4.2% |
| 30D | +16.0% | +3.8% | +12.2% | +13.4% |
| 3M | -8.8% | +2.4% | -11.2% | -10.2% |
| 6M | -29.7% | -1.2% | -28.5% | -30.0% |
| YTD | +38.3% | +9.3% | +29.0% | +30.1% |
| 1Y | +26.2% | +6.4% | +19.8% | +20.2% |
| 3Y | +79.0% | +66.4% | +12.6% | +33.0% |
| 5Y | -60.4% | +75.7% | -136.0% | -71.5% |
| 10Y | +638.6% | +145.1% | +493.4% | +262.5% |
| All | +627.6% | +175.2% | +452.5% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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