+805.4%
RIOT vs CP
+273.6%
+531.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.8% |
| 7D | +14.8% | -2.7% | +17.5% | +17.8% |
| 30D | +1.4% | +0.2% | +1.2% | +1.3% |
| 3M | -20.6% | +2.6% | -23.2% | -23.4% |
| 6M | +31.9% | +6.0% | +25.9% | +24.6% |
| YTD | +72.1% | +24.9% | +47.1% | +40.0% |
| 1Y | +65.7% | +20.1% | +45.5% | +38.9% |
| 3Y | +97.5% | +16.4% | +81.1% | +71.0% |
| 5Y | -36.7% | +31.7% | -68.4% | -49.6% |
| 10Y | +550.1% | +223.9% | +326.3% | +200.7% |
| All | +805.4% | +273.6% | +531.8% | +298.5% |
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