-31.4%
RIVN vs CTAS
+64.7%
-96.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.2% |
| 30D | -1.9% | -3.1% | +1.2% | -1.2% |
| 3M | +8.7% | +10.3% | -1.5% | +5.5% |
| 6M | -3.0% | +1.6% | -4.6% | -3.3% |
| YTD | -18.6% | +6.3% | -24.9% | -20.4% |
| 1Y | +15.4% | -0.5% | +15.9% | +15.6% |
| All | -31.4% | +64.7% | -96.1% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling