-20.3%
RIOT vs CRL
+85.3%
-105.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -7.3% | +16.9% | +12.6% |
| 7D | +6.4% | -12.8% | +19.1% | +12.4% |
| 30D | -20.4% | +5.0% | -25.4% | -21.9% |
| 3M | -28.7% | +39.4% | -68.1% | -37.7% |
| 6M | -17.7% | +89.4% | -107.1% | -38.6% |
| YTD | +21.3% | +63.6% | -42.3% | -8.1% |
| 1Y | -20.3% | +83.5% | -103.7% | -42.2% |
| All | -20.3% | +85.3% | -105.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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