-83.9%
RIVN vs CME
+54.1%
-138.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.9% |
| 7D | +4.1% | -2.9% | +7.0% | +4.4% |
| 30D | +1.1% | +5.5% | -4.5% | +0.3% |
| 3M | -4.0% | +11.0% | -14.9% | -5.4% |
| 6M | +5.2% | -9.7% | +14.9% | +8.3% |
| YTD | -18.0% | +4.9% | -22.8% | -19.4% |
| 1Y | +15.6% | +10.1% | +5.5% | +11.3% |
| 3Y | -30.0% | +53.5% | -83.5% | -45.8% |
| All | -83.9% | +54.1% | -138.0% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling