+95.4%
CAT vs RIG
+97.6%
-2.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.0% |
| 7D | +1.7% | +0.9% | +0.8% | +1.6% |
| 30D | -6.6% | +13.8% | -20.4% | -8.0% |
| 3M | -13.3% | -6.4% | -6.9% | -13.0% |
| 6M | +11.6% | -8.2% | +19.8% | +10.9% |
| YTD | +42.9% | +41.6% | +1.3% | +32.5% |
| 1Y | +95.4% | +88.7% | +6.7% | +76.2% |
| All | +95.4% | +97.6% | -2.2% | +76.2% |
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