-20.3%
RIOT vs CVS
+5.1%
-25.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -12.5% | +22.2% | +7.2% |
| 7D | +6.4% | -11.1% | +17.5% | +4.0% |
| 30D | -20.4% | -7.4% | -13.0% | -21.7% |
| 3M | -28.7% | -22.9% | -5.8% | -30.7% |
| 6M | -17.7% | -1.2% | -16.5% | -19.4% |
| YTD | +21.3% | +3.9% | +17.5% | +16.5% |
| 1Y | -20.3% | +5.6% | -25.8% | -24.2% |
| All | -20.3% | +5.1% | -25.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling