-33.4%
CPRT vs RIO
+71.3%
-104.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.8% |
| 7D | -0.4% | +1.0% | -1.4% | -0.4% |
| 30D | +8.2% | +4.0% | +4.2% | +8.3% |
| 3M | +2.3% | +4.5% | -2.2% | +2.7% |
| 6M | -14.7% | +17.3% | -32.1% | -14.8% |
| YTD | -18.2% | +36.2% | -54.4% | -18.0% |
| 1Y | -33.4% | +76.1% | -109.5% | -33.2% |
| All | -33.4% | +71.3% | -104.7% | -33.2% |
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