+619.6%
RIOT vs CPRT
+368.4%
+251.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | +4.8% | -0.4% | +5.2% | +5.2% |
| 30D | +16.0% | +21.2% | -5.1% | -4.5% |
| 3M | -8.8% | +8.3% | -17.1% | -18.5% |
| 6M | -29.7% | -3.4% | -26.3% | -33.2% |
| YTD | +38.3% | -18.7% | +57.0% | +52.2% |
| 1Y | +26.2% | -23.5% | +49.7% | +47.0% |
| 3Y | +79.0% | -34.2% | +113.1% | +135.5% |
| 5Y | -60.4% | -18.2% | -42.2% | -56.9% |
| All | +619.6% | +368.4% | +251.2% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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