-26.7%
RIOT vs CP
+34.0%
-60.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | +25.1% | +2.4% | +22.7% | +22.6% |
| 30D | +8.5% | -0.5% | +9.0% | +9.1% |
| 3M | -13.4% | +1.4% | -14.8% | -15.9% |
| 6M | +57.1% | +10.3% | +46.8% | +40.7% |
| YTD | +75.7% | +24.3% | +51.4% | +39.1% |
| 1Y | +65.6% | +20.4% | +45.2% | +34.7% |
| 3Y | +103.3% | +21.8% | +81.5% | +62.7% |
| 5Y | -26.7% | +31.5% | -58.3% | -43.2% |
| All | -26.7% | +34.0% | -60.8% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling