+107.8%
CB vs RIG
+62.5%
+45.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.1% | +0.9% |
| 7D | +2.9% | +5.7% | -2.8% | +2.6% |
| 30D | +7.3% | -0.7% | +8.0% | +7.2% |
| 3M | +9.4% | -3.1% | +12.5% | +9.3% |
| 6M | +19.6% | -16.3% | +35.9% | +20.4% |
| YTD | +21.5% | +34.1% | -12.7% | +18.3% |
| 1Y | +28.0% | +38.2% | -10.2% | +24.3% |
| 3Y | +74.9% | -15.3% | +90.2% | +72.9% |
| All | +107.8% | +62.5% | +45.3% | +91.4% |
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