+111.7%
RIOT vs CRH
+70.5%
+41.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.6% |
| 7D | -1.5% | -6.1% | +4.5% | +3.8% |
| 30D | +5.7% | -9.3% | +14.9% | +14.6% |
| 3M | -17.9% | -15.2% | -2.7% | -6.6% |
| 6M | +45.0% | -14.2% | +59.2% | +64.0% |
| YTD | +69.5% | -28.3% | +97.7% | +125.7% |
| 1Y | +37.2% | -21.8% | +59.0% | +68.0% |
| 3Y | +111.7% | +71.6% | +40.1% | +63.9% |
| All | +111.7% | +70.5% | +41.2% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling