+619.6%
RIOT vs CRL
+350.3%
+269.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.1% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +16.0% | +11.9% | +4.1% | +6.6% |
| 3M | -8.8% | +20.2% | -29.0% | -21.0% |
| 6M | -29.7% | +107.5% | -137.2% | -60.9% |
| YTD | +38.3% | +69.4% | -31.1% | -12.1% |
| 1Y | +26.2% | +99.7% | -73.5% | -29.9% |
| 3Y | +79.0% | +98.8% | -19.8% | -10.7% |
| 5Y | -60.4% | -12.4% | -47.9% | -59.9% |
| All | +619.6% | +350.3% | +269.4% | +266.5% |
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