+805.4%
RIOT vs CPRT
+550.2%
+255.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +2.7% |
| 7D | +14.8% | +2.2% | +12.6% | +12.9% |
| 30D | +1.4% | +16.6% | -15.2% | -12.3% |
| 3M | -20.6% | +9.6% | -30.2% | -30.3% |
| 6M | +31.9% | -11.1% | +43.0% | +40.9% |
| YTD | +72.1% | -13.9% | +85.9% | +85.6% |
| 1Y | +65.7% | -32.5% | +98.2% | +125.4% |
| 3Y | +97.5% | -25.0% | +122.5% | +137.1% |
| 5Y | -36.7% | -7.4% | -29.3% | -35.9% |
| 10Y | +550.1% | +422.0% | +128.2% | +48.7% |
| All | +805.4% | +550.2% | +255.2% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling