-87.9%
RIVN vs CMS
+36.5%
-124.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -5.2% |
| 7D | -10.5% | +1.7% | -12.2% | -10.8% |
| 30D | -5.9% | +6.2% | -12.1% | -7.1% |
| 3M | -23.0% | +0.6% | -23.6% | -23.2% |
| 6M | -14.6% | -1.8% | -12.9% | -15.0% |
| YTD | -38.2% | +3.8% | -42.1% | -39.5% |
| 1Y | -25.7% | -1.8% | -23.9% | -26.0% |
| 3Y | -24.8% | +39.8% | -64.6% | -34.7% |
| 5Y | -90.6% | +37.1% | -127.7% | -91.4% |
| All | -87.9% | +36.5% | -124.5% | -88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling