+1,126.0%
CAT vs RIG
-42.7%
+1,168.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.3% |
| 7D | +5.6% | -2.7% | +8.3% | +6.0% |
| 30D | -2.3% | +9.5% | -11.8% | -3.9% |
| 3M | -10.0% | -6.6% | -3.4% | -9.4% |
| 6M | +21.2% | -2.9% | +24.1% | +20.4% |
| YTD | +44.4% | +39.5% | +5.0% | +34.7% |
| 1Y | +96.3% | +82.3% | +14.0% | +74.0% |
| 3Y | +203.9% | -29.6% | +233.5% | +203.0% |
| 5Y | +333.5% | +63.2% | +270.3% | +257.9% |
| 10Y | +1,126.0% | -45.0% | +1,171.0% | +907.0% |
| All | +1,126.0% | -42.7% | +1,168.7% | +907.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling