-84.1%
RIVN vs CTAS
+93.9%
-178.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -1.2% |
| 7D | +1.8% | +0.5% | +1.3% | +1.5% |
| 30D | +0.6% | -0.7% | +1.4% | +1.1% |
| 3M | +3.2% | +11.1% | -7.9% | -6.4% |
| 6M | -3.7% | +2.1% | -5.9% | -6.9% |
| YTD | -18.7% | +8.0% | -26.6% | -25.5% |
| 1Y | +14.7% | -0.5% | +15.2% | +12.3% |
| 3Y | -31.5% | +66.2% | -97.7% | -67.3% |
| All | -84.1% | +93.9% | -178.0% | -94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling