+650.9%
RIOT vs CPRT
+522.8%
+128.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.8% |
| 7D | +29.0% | +4.0% | +25.0% | +24.8% |
| 30D | +7.1% | +18.2% | -11.2% | -9.5% |
| 3M | -6.8% | +9.2% | -16.0% | -17.1% |
| 6M | -24.9% | -4.8% | -20.1% | -27.5% |
| YTD | +42.7% | -17.5% | +60.2% | +54.8% |
| 1Y | +4.4% | -22.0% | +26.4% | +18.9% |
| 3Y | +74.5% | -33.7% | +108.2% | +127.9% |
| 5Y | -50.5% | -15.0% | -35.5% | -47.6% |
| 10Y | +685.8% | +385.2% | +300.7% | +81.6% |
| All | +650.9% | +522.8% | +128.1% | +87.0% |
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 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