+436.5%
CARR vs RIG
+396.6%
+39.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | +3.2% | -2.7% | +6.0% | +3.5% |
| 30D | -7.7% | +9.5% | -17.2% | -8.6% |
| 3M | -11.9% | -6.6% | -5.3% | -11.6% |
| 6M | +2.0% | -2.9% | +4.9% | +1.6% |
| YTD | +13.2% | +39.5% | -26.3% | +8.4% |
| 1Y | -8.5% | +82.3% | -90.8% | -15.1% |
| 3Y | +5.0% | -29.6% | +34.5% | +3.6% |
| 5Y | +12.0% | +63.2% | -51.2% | +0.4% |
| All | +436.5% | +396.6% | +39.9% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling