+37.2%
RIOT vs CTAS
+1.1%
+36.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +3.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.3% |
| 30D | +5.7% | -0.7% | +6.4% | +5.0% |
| 3M | -17.9% | +11.1% | -28.9% | -13.5% |
| 6M | +45.0% | +2.1% | +42.8% | +43.5% |
| YTD | +69.5% | +8.0% | +61.5% | +75.2% |
| 1Y | +37.2% | -0.5% | +37.7% | +31.4% |
| All | +37.2% | +1.1% | +36.1% | +31.4% |
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