+6,646.7%
CB vs RIG
-40.2%
+6,686.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.6% |
| 7D | +0.5% | +0.9% | -0.4% | +0.4% |
| 30D | -3.1% | +13.8% | -16.9% | -4.6% |
| 3M | +9.0% | -6.4% | +15.4% | +9.4% |
| 6M | +2.9% | -8.2% | +11.0% | +3.1% |
| YTD | +10.1% | +41.6% | -31.5% | +4.5% |
| 1Y | +22.8% | +88.7% | -65.9% | +12.1% |
| 3Y | +73.8% | -30.9% | +104.6% | +72.6% |
| 5Y | +99.2% | +57.7% | +41.5% | +68.4% |
| 10Y | +218.2% | -39.3% | +257.5% | +143.3% |
| All | +6,646.7% | -40.2% | +6,686.9% | +5,056.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling