-66.1%
RIOT vs CPNG
-76.2%
+10.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +0.8% |
| 7D | -1.5% | -1.1% | -0.4% | -1.0% |
| 30D | +5.7% | -7.4% | +13.0% | +9.4% |
| 3M | -17.9% | -12.3% | -5.5% | -13.2% |
| 6M | +45.0% | -19.4% | +64.4% | +56.0% |
| YTD | +69.5% | -35.9% | +105.4% | +107.3% |
| 1Y | +37.2% | -53.4% | +90.6% | +102.1% |
| 3Y | +111.7% | -20.0% | +131.7% | +115.5% |
| 5Y | -27.5% | -49.6% | +22.1% | -20.8% |
| All | -66.1% | -76.2% | +10.1% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling