-65.1%
RIOT vs CPNG
-76.8%
+11.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | +18.4% | -7.6% | +26.0% | +23.2% |
| 30D | +13.8% | -8.8% | +22.6% | +18.8% |
| 3M | -12.7% | -7.2% | -5.5% | -10.9% |
| 6M | +50.1% | -21.5% | +71.7% | +63.8% |
| YTD | +74.2% | -37.4% | +111.6% | +115.8% |
| 1Y | +45.1% | -54.3% | +99.4% | +116.0% |
| 3Y | +101.6% | -20.3% | +121.9% | +105.0% |
| 5Y | -29.6% | -51.2% | +21.6% | -21.8% |
| All | -65.1% | -76.8% | +11.6% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling