-9.9%
CPRT vs RIO
+97.3%
-107.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.9% | -3.4% |
| 7D | +0.4% | +1.9% | -1.5% | +0.1% |
| 30D | +9.9% | +5.0% | +5.0% | +9.0% |
| 3M | +5.6% | +5.1% | +0.5% | +4.6% |
| 6M | -13.6% | +17.6% | -31.2% | -16.5% |
| YTD | -16.7% | +36.3% | -53.0% | -22.0% |
| 1Y | -33.1% | +71.2% | -104.3% | -40.3% |
| 3Y | -27.1% | +102.7% | -129.8% | -38.0% |
| 5Y | -9.9% | +99.6% | -109.4% | -22.3% |
| All | -9.9% | +97.3% | -107.2% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling