+246.7%
CB vs RIG
-49.1%
+295.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +0.7% | -12.2% | +12.9% | +1.8% |
| 30D | +8.2% | -6.0% | +14.2% | +8.5% |
| 3M | +6.3% | -9.4% | +15.7% | +6.8% |
| 6M | +16.2% | -19.1% | +35.2% | +17.6% |
| YTD | +19.3% | +25.4% | -6.1% | +15.4% |
| 1Y | +29.2% | +23.3% | +5.9% | +25.0% |
| 3Y | +71.4% | -22.1% | +93.5% | +68.5% |
| 5Y | +104.2% | +50.1% | +54.1% | +79.6% |
| 10Y | +246.7% | -50.7% | +297.3% | +171.6% |
| All | +246.7% | -49.1% | +295.8% | +171.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling