+117.7%
RIOT vs CTAS
+66.0%
+51.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +18.4% | +1.0% | +17.4% | +18.1% |
| 30D | +13.8% | -1.1% | +14.8% | +14.2% |
| 3M | -12.7% | +11.5% | -24.3% | -19.1% |
| 6M | +50.1% | +0.2% | +50.0% | +48.9% |
| YTD | +74.2% | +7.2% | +67.0% | +63.5% |
| 1Y | +45.1% | 0.0% | +45.1% | +42.5% |
| All | +117.7% | +66.0% | +51.6% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling