-87.9%
RIVN vs CPRT
-17.3%
-70.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.4% |
| 7D | -10.5% | -0.4% | -10.1% | -10.2% |
| 30D | -5.9% | +21.2% | -27.1% | -18.9% |
| 3M | -23.0% | +8.3% | -31.3% | -29.0% |
| 6M | -14.6% | -3.4% | -11.3% | -15.8% |
| YTD | -38.2% | -18.7% | -19.5% | -29.0% |
| 1Y | -25.7% | -23.5% | -2.2% | -9.7% |
| 3Y | -24.8% | -34.2% | +9.4% | -6.3% |
| 5Y | -90.6% | -18.2% | -72.4% | -90.9% |
| All | -87.9% | -17.3% | -70.6% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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