-54.5%
RIOT vs CSX
+47.4%
-101.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -3.4% | +16.6% | +16.7% |
| 7D | +30.4% | -5.5% | +36.0% | +37.5% |
| 30D | -9.9% | +4.9% | -14.8% | -16.2% |
| 3M | -21.2% | -2.9% | -18.4% | -20.3% |
| 6M | -29.5% | +8.3% | -37.8% | -38.5% |
| YTD | +31.9% | +36.7% | -4.9% | -12.7% |
| 1Y | -3.6% | +41.5% | -45.1% | -38.7% |
| 3Y | +51.8% | +68.6% | -16.9% | -22.5% |
| All | -54.5% | +47.4% | -101.8% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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