+485.8%
RIOT vs CTAS
+687.6%
-201.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +1.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.8% |
| 30D | +5.7% | -0.7% | +6.4% | +6.2% |
| 3M | -17.9% | +11.1% | -28.9% | -26.7% |
| 6M | +45.0% | +2.1% | +42.8% | +37.5% |
| YTD | +69.5% | +8.0% | +61.5% | +52.2% |
| 1Y | +37.2% | -0.5% | +37.7% | +30.4% |
| 3Y | +111.7% | +66.2% | +45.5% | +30.6% |
| 5Y | -27.5% | +109.2% | -136.7% | -61.2% |
| All | +485.8% | +687.6% | -201.8% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling