+32.2%
CB vs RIG
+43.0%
-10.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.6% | +9.7% | +2.0% |
| 7D | +5.3% | -18.8% | +24.0% | +5.0% |
| 30D | +13.2% | -1.1% | +14.3% | +13.0% |
| 3M | +7.8% | +4.4% | +3.3% | +7.5% |
| 6M | +15.8% | -20.8% | +36.6% | +15.9% |
| YTD | +21.0% | +32.0% | -11.0% | +19.4% |
| 1Y | +32.2% | +39.7% | -7.6% | +30.9% |
| All | +32.2% | +43.0% | -10.9% | +30.9% |
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