+456.2%
RIOT vs CTVA
+208.7%
+247.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.0% |
| 7D | -1.5% | -4.5% | +3.0% | +1.6% |
| 30D | +5.7% | +11.3% | -5.7% | -2.8% |
| 3M | -17.9% | +12.3% | -30.2% | -26.1% |
| 6M | +45.0% | +7.2% | +37.8% | +34.2% |
| YTD | +69.5% | +26.0% | +43.4% | +39.6% |
| 1Y | +37.2% | +16.0% | +21.2% | +19.1% |
| 3Y | +111.7% | +73.9% | +37.8% | +35.3% |
| 5Y | -27.5% | +103.8% | -131.3% | -57.6% |
| All | +456.2% | +208.7% | +247.5% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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