-58.4%
RIOT vs CRL
-12.1%
-46.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.2% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +16.0% | +11.9% | +4.1% | +7.5% |
| 3M | -8.8% | +20.2% | -29.0% | -19.8% |
| 6M | -29.7% | +107.5% | -137.2% | -58.7% |
| YTD | +38.3% | +69.4% | -31.1% | -8.0% |
| 1Y | +26.2% | +99.7% | -73.5% | -25.9% |
| 3Y | +79.0% | +98.8% | -19.8% | -3.8% |
| All | -58.4% | -12.1% | -46.3% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling