+117.7%
RIOT vs CPRT
-28.6%
+146.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.1% |
| 7D | +18.4% | -0.4% | +18.8% | +18.8% |
| 30D | +13.8% | +8.2% | +5.5% | +9.9% |
| 3M | -12.7% | +2.3% | -15.0% | -14.3% |
| 6M | +50.1% | -14.7% | +64.9% | +66.0% |
| YTD | +74.2% | -18.2% | +92.4% | +95.3% |
| 1Y | +45.1% | -33.4% | +78.5% | +92.4% |
| All | +117.7% | -28.6% | +146.2% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling