+485.8%
RIOT vs CRH
+253.3%
+232.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.5% |
| 7D | -1.5% | -6.1% | +4.5% | +4.3% |
| 30D | +5.7% | -9.3% | +14.9% | +15.2% |
| 3M | -17.9% | -15.2% | -2.7% | -5.9% |
| 6M | +45.0% | -14.2% | +59.2% | +65.2% |
| YTD | +69.5% | -28.3% | +97.7% | +129.1% |
| 1Y | +37.2% | -21.8% | +59.0% | +70.0% |
| 3Y | +111.7% | +71.6% | +40.1% | +23.5% |
| 5Y | -27.5% | +96.6% | -124.1% | -61.3% |
| All | +485.8% | +253.3% | +232.5% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling