+27.2%
CB vs RIG
+28.0%
-0.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -1.5% | -17.0% | +15.5% | -1.7% |
| 30D | +6.5% | -6.2% | +12.7% | +6.3% |
| 3M | +4.1% | -1.7% | +5.8% | +3.8% |
| 6M | +14.4% | -19.2% | +33.6% | +14.4% |
| YTD | +17.5% | +25.2% | -7.7% | +16.2% |
| All | +27.2% | +28.0% | -0.7% | +26.0% |
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