-31.5%
RIVN vs CARR
+1.4%
-32.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.9% |
| 7D | +1.8% | -3.8% | +5.6% | +3.9% |
| 30D | +0.6% | -8.9% | +9.5% | +5.6% |
| 3M | +3.2% | -17.3% | +20.5% | +12.7% |
| 6M | -3.7% | -1.4% | -2.3% | -6.5% |
| YTD | -18.7% | +10.0% | -28.7% | -27.0% |
| 1Y | +14.7% | -6.4% | +21.1% | +14.2% |
| 3Y | -31.5% | +1.5% | -33.1% | -36.0% |
| All | -31.5% | +1.4% | -32.9% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling