-87.3%
RIVN vs CVE
+147.0%
-234.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.9% |
| 7D | -3.7% | +4.6% | -8.3% | -5.0% |
| 30D | -4.3% | -12.0% | +7.7% | -1.3% |
| 3M | -19.6% | -3.8% | -15.9% | -19.8% |
| 6M | -8.2% | -2.7% | -5.5% | -9.5% |
| YTD | -35.1% | +73.6% | -108.7% | -48.6% |
| 1Y | -26.9% | +62.0% | -89.0% | -40.7% |
| 3Y | -16.9% | +72.7% | -89.6% | -35.9% |
| 5Y | -90.2% | +153.9% | -244.1% | -93.1% |
| All | -87.3% | +147.0% | -234.2% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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