+1.7%
RIVN vs CMI
-17.8%
+19.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | -2.3% | -12.3% | +9.9% | +2.0% |
| 3M | +1.7% | -16.8% | +18.5% | +8.3% |
| All | +1.7% | -17.8% | +19.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3mo: compounded portfolio wealth divided by compounded CMI 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…
3mo analysis · Full analysis span regression · Available span rolling