+650.9%
RIOT vs CSGP
+62.8%
+588.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.8% |
| 7D | +29.0% | -3.2% | +32.1% | +30.7% |
| 30D | +7.1% | +2.2% | +4.9% | +1.7% |
| 3M | -6.8% | -3.7% | -3.2% | -11.0% |
| 6M | -24.9% | -7.4% | -17.5% | -29.3% |
| YTD | +42.7% | -54.9% | +97.6% | +107.1% |
| 1Y | +4.4% | -54.9% | +59.3% | +51.6% |
| 3Y | +74.5% | -61.9% | +136.4% | +175.3% |
| 5Y | -50.5% | -63.1% | +12.7% | -19.6% |
| 10Y | +685.8% | +65.1% | +620.7% | +874.3% |
| All | +650.9% | +62.8% | +588.1% | +960.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling