+30.2%
CCL vs RIG
+39.4%
-9.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.4% |
| 7D | +3.1% | -17.0% | +20.1% | +6.4% |
| 30D | +17.5% | -6.2% | +23.7% | +18.2% |
| 3M | +6.8% | -1.7% | +8.5% | +5.7% |
| 6M | +18.7% | -19.2% | +37.9% | +21.1% |
| YTD | +3.0% | +25.2% | -22.2% | -6.3% |
| 1Y | +17.7% | +29.9% | -12.2% | +5.8% |
| 3Y | +155.6% | -21.3% | +176.9% | +141.9% |
| 5Y | +30.2% | +40.5% | -10.3% | -4.3% |
| All | +30.2% | +39.4% | -9.2% | -4.3% |
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