+471.6%
RIOT vs CRL
+249.3%
+222.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.9% | -3.2% | -3.7% |
| 7D | -0.9% | -6.9% | +6.0% | +4.4% |
| 30D | +3.5% | -3.2% | +6.7% | +6.3% |
| 3M | -13.0% | +46.5% | -59.5% | -36.2% |
| 6M | +43.1% | +63.1% | -20.0% | -5.1% |
| YTD | +65.4% | +36.9% | +28.5% | +24.5% |
| 1Y | +27.7% | +78.1% | -50.4% | -24.1% |
| 3Y | +91.3% | +36.7% | +54.6% | +29.8% |
| 5Y | -29.3% | -38.1% | +8.8% | -7.0% |
| All | +471.6% | +249.3% | +222.3% | +190.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling