-84.1%
RIVN vs CARR
+10.4%
-94.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | +1.9% |
| 7D | +0.9% | -4.1% | +5.0% | +3.8% |
| 30D | -1.9% | -11.0% | +9.1% | +6.3% |
| 3M | +8.7% | -16.4% | +25.1% | +21.3% |
| 6M | -3.0% | -2.4% | -0.6% | -6.0% |
| YTD | -18.6% | +8.4% | -27.0% | -28.4% |
| 1Y | +15.4% | -8.0% | +23.4% | +15.4% |
| 3Y | -30.5% | +0.6% | -31.1% | -40.0% |
| All | -84.1% | +10.4% | -94.5% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling