-20.3%
RIOT vs CPNG
-45.7%
+25.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +12.0% | -2.3% | +4.3% |
| 7D | +6.4% | +20.8% | -14.5% | -1.9% |
| 30D | -20.4% | +20.1% | -40.5% | -26.4% |
| 3M | -28.7% | +1.6% | -30.3% | -29.7% |
| 6M | -17.7% | -15.8% | -1.9% | -14.7% |
| YTD | +21.3% | -27.7% | +49.0% | +33.6% |
| 1Y | -20.3% | -46.9% | +26.7% | +29.2% |
| All | -20.3% | -45.7% | +25.5% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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