+632.4%
RIOT vs CPB
-40.8%
+673.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.7% |
| 7D | +20.8% | -5.8% | +26.6% | +19.2% |
| 30D | +7.0% | +16.5% | -9.5% | +11.2% |
| 3M | -12.3% | -1.1% | -11.2% | -11.6% |
| 6M | -27.3% | +11.5% | -38.7% | -24.7% |
| YTD | +40.7% | -15.7% | +56.5% | +40.7% |
| 1Y | +15.3% | -24.7% | +40.0% | +13.7% |
| 3Y | +72.1% | -37.3% | +109.4% | +66.9% |
| 5Y | -59.7% | -35.0% | -24.6% | -60.5% |
| All | +632.4% | -40.8% | +673.1% | +761.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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