+111.7%
RIOT vs CRBG
+122.1%
-10.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +1.4% |
| 7D | -1.5% | +0.6% | -2.1% | -2.1% |
| 30D | +5.7% | +2.6% | +3.0% | +3.1% |
| 3M | -17.9% | +24.0% | -41.9% | -31.9% |
| 6M | +45.0% | +50.5% | -5.5% | +0.4% |
| YTD | +69.5% | +17.1% | +52.3% | +45.1% |
| 1Y | +37.2% | +5.9% | +31.3% | +27.3% |
| 3Y | +111.7% | +122.7% | -11.0% | +12.2% |
| All | +111.7% | +122.1% | -10.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 3y: compounded portfolio wealth divided by compounded CRBG 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…
3y analysis · Full analysis span regression · 6 months rolling