-29.6%
RIOT vs CPRT
-8.8%
-20.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | +0.8% |
| 7D | +18.4% | -0.4% | +18.8% | +19.1% |
| 30D | +13.8% | +8.2% | +5.5% | +4.8% |
| 3M | -12.7% | +2.3% | -15.0% | -18.4% |
| 6M | +50.1% | -14.7% | +64.9% | +70.2% |
| YTD | +74.2% | -18.2% | +92.4% | +101.5% |
| 1Y | +45.1% | -33.4% | +78.5% | +113.2% |
| 3Y | +101.6% | -28.3% | +129.9% | +146.1% |
| 5Y | -29.6% | -9.8% | -19.8% | -40.3% |
| All | -29.6% | -8.8% | -20.8% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling