-58.4%
RIOT vs CSGP
-62.5%
+4.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -3.1% |
| 7D | +4.8% | +1.3% | +3.5% | +4.1% |
| 30D | +16.0% | +2.8% | +13.2% | +9.7% |
| 3M | -8.8% | -6.3% | -2.5% | -10.6% |
| 6M | -29.7% | -3.2% | -26.5% | -35.8% |
| YTD | +38.3% | -54.0% | +92.2% | +116.3% |
| 1Y | +26.2% | -54.8% | +81.0% | +101.1% |
| 3Y | +79.0% | -60.6% | +139.5% | +196.5% |
| All | -58.4% | -62.5% | +4.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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