+387.6%
CPRT vs RIO
+604.6%
-217.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -2.9% |
| 7D | -8.4% | -3.4% | -5.1% | -7.6% |
| 30D | +4.6% | +0.6% | +4.0% | +4.4% |
| 3M | -1.9% | +2.5% | -4.5% | -2.9% |
| 6M | -15.3% | +10.8% | -26.1% | -18.5% |
| YTD | -21.5% | +30.5% | -51.9% | -28.3% |
| 1Y | -36.6% | +68.1% | -104.8% | -46.5% |
| 3Y | -31.2% | +94.0% | -125.2% | -45.4% |
| 5Y | -14.1% | +92.0% | -106.1% | -33.7% |
| All | +387.6% | +604.6% | -217.0% | +141.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling