-23.9%
CPRT vs RIO
+29.3%
-53.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.6% | +1.4% | +5.1% |
| 7D | +12.6% | -1.6% | +14.2% | +12.4% |
| 30D | +18.0% | -11.6% | +29.6% | +17.6% |
| 3M | +11.0% | -12.7% | +23.7% | +10.7% |
| 6M | -2.0% | -12.4% | +10.4% | -2.2% |
| YTD | -16.7% | +11.0% | -27.7% | -17.0% |
| 1Y | -23.9% | +30.8% | -54.7% | -23.7% |
| All | -23.9% | +29.3% | -53.2% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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