+82.1%
RIOT vs CPB
-37.1%
+119.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -3.0% |
| 7D | +20.8% | -5.8% | +26.6% | +17.1% |
| 30D | +7.0% | +16.5% | -9.5% | +17.1% |
| 3M | -12.3% | -1.1% | -11.2% | -11.2% |
| 6M | -27.3% | +11.5% | -38.7% | -21.2% |
| YTD | +40.7% | -15.7% | +56.5% | +38.8% |
| 1Y | +15.3% | -24.7% | +40.0% | +9.5% |
| All | +82.1% | -37.1% | +119.2% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling