-20.3%
RIOT vs CRS
-3.8%
-16.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.6% | +11.2% | +10.5% |
| 7D | +6.4% | +4.3% | +2.0% | +3.4% |
| 30D | -20.4% | -25.5% | +5.0% | -6.0% |
| 3M | -28.7% | -48.7% | +20.0% | +6.9% |
| 6M | -17.7% | -31.6% | +13.9% | +0.8% |
| YTD | +21.3% | -7.0% | +28.3% | +28.4% |
| 1Y | -20.3% | -4.5% | -15.8% | -16.5% |
| All | -20.3% | -3.8% | -16.5% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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