-84.4%
RIVN vs CP
+22.3%
-106.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.1% | -2.7% | +0.6% | -0.4% |
| 30D | +1.2% | +0.2% | +1.0% | +1.1% |
| 3M | -13.1% | +2.6% | -15.7% | -15.0% |
| 6M | +5.5% | +6.0% | -0.5% | +0.5% |
| YTD | -20.1% | +24.9% | -45.1% | -32.6% |
| 1Y | +14.9% | +20.1% | -5.2% | -0.5% |
| 3Y | -32.5% | +16.4% | -48.9% | -41.2% |
| All | -84.4% | +22.3% | -106.7% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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