+183.3%
CAT vs RIG
+44.4%
+138.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.4% |
| 7D | -10.3% | -24.5% | +14.2% | -5.6% |
| 30D | -31.2% | -2.8% | -28.4% | -31.1% |
| 3M | -34.7% | +1.6% | -36.2% | -35.4% |
| 6M | -39.5% | -15.9% | -23.6% | -38.3% |
| YTD | -1.7% | +26.9% | -28.5% | -8.7% |
| 1Y | -1.1% | +34.4% | -35.5% | -9.5% |
| 3Y | +143.9% | -21.2% | +165.1% | +135.9% |
| All | +183.3% | +44.4% | +138.9% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling