-57.6%
RIOT vs CPB
-35.3%
-22.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.9% |
| 7D | +20.8% | -5.8% | +26.6% | +17.8% |
| 30D | +7.0% | +16.5% | -9.5% | +15.2% |
| 3M | -12.3% | -1.1% | -11.2% | -11.3% |
| 6M | -27.3% | +11.5% | -38.7% | -22.2% |
| YTD | +40.7% | -15.7% | +56.5% | +39.4% |
| 1Y | +15.3% | -24.7% | +40.0% | +10.7% |
| 3Y | +72.1% | -37.3% | +109.4% | +58.8% |
| All | -57.6% | -35.3% | -22.4% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling