-83.9%
RIVN vs CMS
+32.4%
-116.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | +4.1% | +1.2% | +2.9% | +3.8% |
| 30D | +1.1% | -3.2% | +4.2% | +1.7% |
| 3M | -4.0% | -2.2% | -1.8% | -4.3% |
| 6M | +5.2% | -9.4% | +14.6% | +7.2% |
| YTD | -18.0% | +0.7% | -18.6% | -19.1% |
| 1Y | +15.6% | +0.4% | +15.2% | +13.8% |
| 3Y | -30.0% | +35.2% | -65.2% | -38.9% |
| All | -83.9% | +32.4% | -116.3% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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