+27.7%
RIOT vs CPB
-33.6%
+61.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.3% | -0.8% | -8.5% |
| 7D | -0.9% | -5.4% | +4.5% | -5.4% |
| 30D | +3.5% | -7.8% | +11.3% | -2.5% |
| 3M | -13.0% | -6.9% | -6.1% | -15.8% |
| 6M | +43.1% | -12.2% | +55.3% | +33.3% |
| YTD | +65.4% | -21.1% | +86.4% | +46.9% |
| 1Y | +27.7% | -33.5% | +61.2% | +1.2% |
| All | +27.7% | -33.6% | +61.4% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling