+640.5%
RIOT vs CPB
-49.9%
+690.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.7% |
| 7D | +20.8% | -5.8% | +26.6% | +19.3% |
| 30D | +7.0% | +16.5% | -9.5% | +11.0% |
| 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% | +67.1% |
| 5Y | -59.7% | -35.0% | -24.6% | -60.4% |
| 10Y | +651.6% | -41.0% | +692.7% | +661.0% |
| All | +640.5% | -49.9% | +690.5% | +587.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling