+528.1%
RIOT vs CP
+224.3%
+303.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | +0.2% |
| 7D | +18.4% | +0.6% | +17.8% | +18.0% |
| 30D | +13.8% | -0.5% | +14.2% | +14.3% |
| 3M | -12.7% | +0.1% | -12.8% | -14.0% |
| 6M | +50.1% | +7.8% | +42.3% | +38.9% |
| YTD | +74.2% | +22.9% | +51.3% | +42.8% |
| 1Y | +45.1% | +21.3% | +23.8% | +20.0% |
| 3Y | +101.6% | +20.4% | +81.2% | +68.4% |
| 5Y | -29.6% | +34.9% | -64.5% | -45.6% |
| 10Y | +528.1% | +233.3% | +294.8% | +157.0% |
| All | +528.1% | +224.3% | +303.8% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling