+96.3%
CAT vs RIG
+85.2%
+11.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.2% |
| 7D | +5.6% | -2.7% | +8.3% | +5.8% |
| 30D | -2.3% | +9.5% | -11.8% | -3.5% |
| 3M | -10.0% | -6.6% | -3.4% | -9.7% |
| 6M | +21.2% | -2.9% | +24.1% | +18.9% |
| YTD | +44.4% | +39.5% | +5.0% | +33.9% |
| 1Y | +96.3% | +82.3% | +14.0% | +77.2% |
| All | +96.3% | +85.2% | +11.1% | +77.2% |
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