+805.4%
RIOT vs CTAS
+900.7%
-95.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | +14.8% | -1.8% | +16.6% | +16.4% |
| 30D | +1.4% | -0.2% | +1.6% | +1.5% |
| 3M | -20.6% | +11.7% | -32.3% | -29.5% |
| 6M | +31.9% | +0.7% | +31.2% | +26.3% |
| YTD | +72.1% | +7.4% | +64.7% | +55.4% |
| 1Y | +65.7% | -2.1% | +67.8% | +59.4% |
| 3Y | +97.5% | +62.9% | +34.5% | +25.1% |
| 5Y | -36.7% | +111.9% | -148.6% | -65.9% |
| 10Y | +550.1% | +652.2% | -102.0% | +80.4% |
| All | +805.4% | +900.7% | -95.3% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling