-83.9%
RIVN vs CL
+27.0%
-111.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +4.1% | -1.4% | +5.4% | +4.0% |
| 30D | +1.1% | -5.2% | +6.3% | +0.8% |
| 3M | -4.0% | +3.3% | -7.3% | -4.0% |
| 6M | +5.2% | -4.4% | +9.6% | +5.5% |
| YTD | -18.0% | +13.9% | -31.9% | -18.7% |
| 1Y | +15.6% | +7.6% | +7.9% | +15.1% |
| 3Y | -30.0% | +29.6% | -59.6% | -33.5% |
| All | -83.9% | +27.0% | -111.0% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 5y: compounded portfolio wealth divided by compounded CL 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…
5y analysis · Full analysis span regression · 6 months rolling