+816.6%
RIOT vs CRS
+1,454.6%
-638.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | +18.4% | -0.5% | +19.0% | +18.8% |
| 30D | +13.8% | -18.1% | +31.9% | +26.6% |
| 3M | -12.7% | -12.4% | -0.3% | -6.6% |
| 6M | +50.1% | +15.9% | +34.2% | +38.0% |
| YTD | +74.2% | +45.8% | +28.4% | +39.8% |
| 1Y | +45.1% | +87.8% | -42.6% | -0.2% |
| 3Y | +101.6% | +648.7% | -547.2% | -37.4% |
| 5Y | -29.6% | +1,416.6% | -1,446.2% | -85.0% |
| 10Y | +528.1% | +1,412.7% | -884.6% | +29.2% |
| All | +816.6% | +1,454.6% | -638.0% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling