+19,821.9%
CAT vs RIG
-40.2%
+19,862.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.3% |
| 7D | +1.7% | +0.9% | +0.8% | +1.5% |
| 30D | -6.6% | +13.8% | -20.4% | -9.1% |
| 3M | -13.3% | -6.4% | -6.9% | -12.6% |
| 6M | +11.6% | -8.2% | +19.8% | +11.9% |
| YTD | +42.9% | +41.6% | +1.3% | +31.1% |
| 1Y | +95.4% | +88.7% | +6.7% | +68.1% |
| 3Y | +196.6% | -30.9% | +227.4% | +197.3% |
| 5Y | +321.7% | +57.7% | +264.0% | +233.0% |
| 10Y | +1,140.8% | -39.3% | +1,180.0% | +771.6% |
| All | +19,821.9% | -40.2% | +19,862.1% | +17,065.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling