-83.9%
RIVN vs CHRW
+78.8%
-162.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.1% | +2.0% |
| 7D | +4.1% | +1.9% | +2.1% | +3.2% |
| 30D | +1.1% | +0.9% | +0.1% | +0.5% |
| 3M | -4.0% | -19.9% | +15.9% | +3.7% |
| 6M | +5.2% | -15.8% | +21.0% | +10.4% |
| YTD | -18.0% | -5.6% | -12.4% | -19.2% |
| 1Y | +15.6% | +21.0% | -5.5% | -1.1% |
| 3Y | -30.0% | +86.0% | -116.0% | -55.8% |
| All | -83.9% | +78.8% | -162.8% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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