+633.5%
RIOT vs CP
+284.3%
+349.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +4.0% |
| 7D | +49.2% | +2.8% | +46.4% | +45.8% |
| 30D | +4.6% | +11.3% | -6.7% | -5.1% |
| 3M | -13.9% | +2.9% | -16.8% | -16.4% |
| 6M | -26.7% | +9.8% | -36.4% | -33.7% |
| YTD | +39.4% | +28.5% | +10.9% | +10.0% |
| 1Y | +3.8% | +33.5% | -29.7% | -20.6% |
| 3Y | +73.0% | +31.9% | +41.0% | +34.2% |
| 5Y | -55.7% | +25.5% | -81.2% | -63.7% |
| 10Y | +685.8% | +257.6% | +428.3% | +246.0% |
| All | +633.5% | +284.3% | +349.1% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling