-26.7%
RIOT vs CRH
+93.9%
-120.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.4% |
| 7D | -1.5% | -6.1% | +4.5% | +4.9% |
| 30D | +5.7% | -9.3% | +14.9% | +16.4% |
| 3M | -17.9% | -15.2% | -2.7% | -4.5% |
| 6M | +45.0% | -14.2% | +59.2% | +67.1% |
| YTD | +69.5% | -28.3% | +97.7% | +137.1% |
| 1Y | +37.2% | -21.8% | +59.0% | +73.1% |
| 3Y | +111.7% | +71.6% | +40.1% | +3.2% |
| All | -26.7% | +93.9% | -120.6% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling