-20.3%
RIOT vs CTAS
+25.6%
-45.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.3% | +11.3% |
| 7D | +6.4% | +7.6% | -1.3% | +12.4% |
| 30D | -20.4% | +17.2% | -37.7% | -10.9% |
| 3M | -28.7% | +12.8% | -41.5% | -22.1% |
| 6M | -17.7% | +38.0% | -55.7% | -3.3% |
| YTD | +21.3% | +22.7% | -1.4% | +39.2% |
| 1Y | -20.3% | +25.6% | -45.9% | -6.6% |
| All | -20.3% | +25.6% | -45.9% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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