+805.4%
RIOT vs CRL
+283.3%
+522.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +4.3% |
| 7D | +14.8% | -1.0% | +15.8% | +15.8% |
| 30D | +1.4% | +10.7% | -9.3% | -5.8% |
| 3M | -20.6% | +55.3% | -75.9% | -43.9% |
| 6M | +31.9% | +60.7% | -28.8% | -10.9% |
| YTD | +72.1% | +44.6% | +27.4% | +24.9% |
| 1Y | +65.7% | +77.7% | -12.1% | -0.9% |
| 3Y | +97.5% | +37.6% | +59.8% | +35.1% |
| 5Y | -36.7% | -35.8% | -0.9% | -19.4% |
| 10Y | +550.1% | +241.7% | +308.4% | +207.3% |
| All | +805.4% | +283.3% | +522.1% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling