+659.2%
RIOT vs CP
+283.3%
+376.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +18.9% | -0.7% | +19.6% | +19.5% |
| 30D | +11.0% | +9.6% | +1.4% | +2.1% |
| 3M | -9.7% | +2.2% | -11.9% | -11.9% |
| 6M | -27.9% | +11.1% | -39.0% | -35.5% |
| YTD | +44.3% | +28.2% | +16.1% | +14.2% |
| 1Y | +13.3% | +32.2% | -18.9% | -12.6% |
| 3Y | +76.4% | +35.5% | +40.9% | +34.0% |
| 5Y | -53.8% | +26.8% | -80.5% | -62.4% |
| 10Y | +670.6% | +256.9% | +413.7% | +240.1% |
| All | +659.2% | +283.3% | +376.0% | +225.0% |
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 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