-83.9%
RIVN vs CTAS
+93.0%
-176.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +4.1% | 0.0% | +4.1% | +4.1% |
| 30D | +1.1% | -1.0% | +2.1% | +1.7% |
| 3M | -4.0% | +15.8% | -19.7% | -16.0% |
| 6M | +5.2% | -1.0% | +6.2% | +4.3% |
| YTD | -18.0% | +7.4% | -25.4% | -24.6% |
| 1Y | +15.6% | -0.1% | +15.7% | +12.7% |
| 3Y | -30.0% | +66.3% | -96.3% | -66.7% |
| All | -83.9% | +93.0% | -176.9% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CTAS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling