+543.3%
RIOT vs CVE
+161.7%
+381.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.6% |
| 7D | +14.8% | +2.5% | +12.3% | +13.6% |
| 30D | +1.4% | +16.7% | -15.3% | -4.6% |
| 3M | -20.6% | +9.3% | -29.9% | -23.9% |
| 6M | +31.9% | +43.6% | -11.7% | +12.2% |
| YTD | +72.1% | +93.6% | -21.5% | +31.3% |
| 1Y | +65.7% | +98.8% | -33.1% | +25.6% |
| 3Y | +97.5% | +73.6% | +23.9% | +55.1% |
| 5Y | -36.7% | +312.5% | -349.2% | -63.8% |
| All | +543.3% | +161.7% | +381.6% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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