-29.4%
CCL vs RIG
-49.1%
+19.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +5.8% | -12.2% | +18.0% | +9.0% |
| 30D | +17.3% | -6.0% | +23.2% | +18.2% |
| 3M | +11.3% | -9.4% | +20.8% | +12.5% |
| 6M | +18.5% | -19.1% | +37.5% | +21.4% |
| YTD | +2.8% | +25.4% | -22.6% | -8.0% |
| 1Y | +16.7% | +23.3% | -6.6% | +4.7% |
| 3Y | +146.0% | -22.1% | +168.1% | +131.4% |
| 5Y | +33.6% | +50.1% | -16.5% | -5.5% |
| 10Y | -29.4% | -50.7% | +21.2% | -60.4% |
| All | -29.4% | -49.1% | +19.7% | -60.4% |
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 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