+223.1%
RIOT vs CRBG
+117.3%
+105.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +1.4% |
| 7D | -1.5% | +0.6% | -2.1% | -2.0% |
| 30D | +5.7% | +2.6% | +3.0% | +3.2% |
| 3M | -17.9% | +24.0% | -41.9% | -31.2% |
| 6M | +45.0% | +50.5% | -5.5% | +3.0% |
| YTD | +69.5% | +17.1% | +52.3% | +46.4% |
| 1Y | +37.2% | +5.9% | +31.3% | +27.6% |
| 3Y | +111.7% | +122.7% | -11.0% | +21.3% |
| All | +223.1% | +117.3% | +105.8% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling