-41.7%
CCL vs RIG
-44.3%
+2.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -4.4% | -8.2% | +3.8% | -2.3% |
| 30D | -18.2% | -0.2% | -18.0% | -18.3% |
| 3M | -17.7% | -2.7% | -15.0% | -18.0% |
| 6M | -13.0% | -7.5% | -5.5% | -13.6% |
| YTD | -24.5% | +38.3% | -62.7% | -33.1% |
| 1Y | -26.9% | +81.8% | -108.8% | -40.6% |
| 3Y | +50.8% | -30.2% | +80.9% | +48.1% |
| 5Y | -0.9% | +59.9% | -60.9% | -30.4% |
| 10Y | -41.7% | -41.9% | +0.2% | -68.6% |
| All | -41.7% | -44.3% | +2.6% | -68.6% |
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