-1.8%
CARR vs RIG
+43.0%
-44.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.6% | +8.2% | +0.7% |
| 7D | -0.7% | -18.8% | +18.1% | -0.2% |
| 30D | +0.3% | -1.1% | +1.4% | -0.3% |
| 3M | -14.9% | +4.4% | -19.3% | -15.9% |
| 6M | -14.9% | -20.8% | +5.9% | -13.9% |
| YTD | +7.0% | +32.0% | -25.0% | -2.1% |
| 1Y | -1.8% | +39.7% | -41.5% | -11.6% |
| All | -1.8% | +43.0% | -44.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling