+583.9%
RIOT vs CVE
+136.1%
+447.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.6% | +13.8% | +13.4% |
| 7D | +30.4% | -16.1% | +46.6% | +38.4% |
| 30D | -9.9% | -10.4% | +0.5% | -7.0% |
| 3M | -21.2% | -2.4% | -18.8% | -21.9% |
| 6M | -29.5% | -4.4% | -25.1% | -30.3% |
| YTD | +31.9% | +64.9% | -33.1% | +5.2% |
| 1Y | -3.6% | +66.0% | -69.7% | -23.4% |
| 3Y | +51.8% | +57.7% | -5.9% | +22.2% |
| 5Y | -46.9% | +144.7% | -191.7% | -64.3% |
| All | +583.9% | +136.1% | +447.7% | +291.1% |
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