-84.4%
RIVN vs CTAS
+92.9%
-177.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -2.1% | -1.8% | -0.2% | -0.8% |
| 30D | +1.2% | -0.2% | +1.4% | +1.3% |
| 3M | -13.1% | +11.7% | -24.8% | -21.9% |
| 6M | +5.5% | +0.7% | +4.8% | +3.0% |
| YTD | -20.1% | +7.4% | -27.5% | -26.6% |
| 1Y | +14.9% | -2.1% | +17.0% | +14.0% |
| 3Y | -32.5% | +62.9% | -95.4% | -67.0% |
| All | -84.4% | +92.9% | -177.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling