+158.3%
CAT vs RIG
-16.1%
+174.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -5.0% | -1.6% |
| 7D | +7.4% | +5.7% | +1.7% | +6.3% |
| 30D | -19.7% | -0.7% | -19.0% | -19.9% |
| 3M | -29.6% | -3.1% | -26.5% | -29.7% |
| 6M | -33.2% | -16.3% | -16.9% | -31.8% |
| YTD | +5.7% | +34.1% | -28.5% | -3.8% |
| 1Y | +9.3% | +38.2% | -28.8% | -1.3% |
| 3Y | +158.3% | -15.3% | +173.6% | +150.9% |
| All | +158.3% | -16.1% | +174.4% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling