+816.6%
RIOT vs CVS
+25.9%
+790.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | +18.4% | -1.9% | +20.3% | +19.0% |
| 30D | +13.8% | -0.3% | +14.1% | +13.5% |
| 3M | -12.7% | -1.1% | -11.6% | -12.9% |
| 6M | +50.1% | +23.7% | +26.4% | +40.7% |
| YTD | +74.2% | +23.0% | +51.2% | +61.6% |
| 1Y | +45.1% | +37.2% | +7.9% | +30.2% |
| 3Y | +101.6% | +62.4% | +39.1% | +68.7% |
| 5Y | -29.6% | +31.8% | -61.4% | -36.8% |
| 10Y | +528.1% | +41.9% | +486.2% | +410.1% |
| All | +816.6% | +25.9% | +790.7% | +563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling