+824.5%
RIOT vs CPB
-51.3%
+875.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +2.5% |
| 7D | +25.1% | -8.2% | +33.4% | +23.2% |
| 30D | +8.5% | -5.6% | +14.1% | +7.5% |
| 3M | -13.4% | +3.0% | -16.3% | -12.2% |
| 6M | +57.1% | -12.7% | +69.9% | +55.8% |
| YTD | +75.7% | -18.0% | +93.7% | +73.5% |
| 1Y | +65.6% | -31.7% | +97.4% | +60.5% |
| 3Y | +103.3% | -41.0% | +144.2% | +94.5% |
| 5Y | -26.7% | -38.4% | +11.6% | -29.1% |
| 10Y | +527.2% | -45.0% | +572.1% | +514.2% |
| All | +824.5% | -51.3% | +875.8% | +747.9% |
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