+6.8%
CAT vs RIG
+25.5%
-18.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.6% |
| 7D | +1.7% | -2.6% | +4.3% | +2.1% |
| 30D | -24.6% | -5.2% | -19.4% | -24.3% |
| 3M | -28.5% | -8.6% | -19.9% | -28.1% |
| 6M | -34.8% | -18.9% | -15.9% | -34.1% |
| YTD | +5.9% | +28.6% | -22.7% | -4.9% |
| 1Y | +6.8% | +25.5% | -18.7% | -2.9% |
| All | +6.8% | +25.5% | -18.7% | -2.9% |
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