+103.2%
CB vs RIG
+44.4%
+58.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.9% |
| 7D | +0.2% | -24.5% | +24.7% | +1.7% |
| 30D | +9.1% | -2.8% | +11.8% | +9.0% |
| 3M | +3.4% | +1.6% | +1.9% | +3.0% |
| 6M | +14.1% | -15.9% | +30.0% | +14.7% |
| YTD | +18.0% | +26.9% | -8.9% | +15.2% |
| 1Y | +30.1% | +34.4% | -4.2% | +26.5% |
| 3Y | +71.8% | -21.2% | +93.0% | +70.6% |
| All | +103.2% | +44.4% | +58.8% | +94.0% |
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 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