+12.5%
RIVN vs CARR
-1.4%
+13.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.7% |
| 7D | +20.5% | -0.7% | +21.1% | +20.6% |
| 30D | -3.7% | +0.3% | -4.0% | -3.8% |
| 3M | -10.8% | -14.9% | +4.1% | -7.5% |
| 6M | -3.1% | -14.9% | +11.8% | -0.5% |
| YTD | -28.7% | +7.0% | -35.7% | -28.6% |
| 1Y | +12.5% | -1.8% | +14.2% | +15.9% |
| All | +12.5% | -1.4% | +13.9% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling