-22.2%
RIOT vs CRH
-17.3%
-4.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -1.8% |
| 7D | +7.4% | +5.3% | +2.1% | +2.8% |
| 30D | -22.0% | +14.2% | -36.2% | -30.2% |
| 3M | -31.3% | -4.2% | -27.2% | -29.4% |
| 6M | -27.5% | -14.5% | -13.0% | -17.2% |
| YTD | +16.5% | -22.7% | +39.2% | +41.9% |
| 1Y | -22.2% | -16.6% | -5.6% | -17.4% |
| All | -22.2% | -17.3% | -4.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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