+14.7%
RIVN vs CME
+9.8%
+5.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | +0.2% |
| 7D | +1.8% | -1.6% | +3.4% | +1.0% |
| 30D | +0.6% | +5.6% | -5.0% | +3.7% |
| 3M | +3.2% | +5.6% | -2.4% | +8.0% |
| 6M | -3.7% | -8.3% | +4.5% | -3.2% |
| YTD | -18.7% | +4.3% | -23.0% | -13.4% |
| 1Y | +14.7% | +9.1% | +5.7% | +23.1% |
| All | +14.7% | +9.8% | +5.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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