+391.7%
CCL vs RIG
-40.2%
+431.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +3.0% | +0.7% |
| 7D | -5.0% | +0.9% | -5.9% | -5.3% |
| 30D | -20.3% | +13.8% | -34.2% | -22.7% |
| 3M | -15.1% | -6.4% | -8.7% | -14.8% |
| 6M | -15.1% | -8.2% | -6.9% | -15.3% |
| YTD | -21.8% | +41.6% | -63.4% | -29.5% |
| 1Y | -24.8% | +88.7% | -113.5% | -37.0% |
| 3Y | +51.9% | -30.9% | +82.7% | +50.2% |
| 5Y | +4.0% | +57.7% | -53.6% | -20.3% |
| 10Y | -42.2% | -39.3% | -3.0% | -60.4% |
| All | +391.7% | -40.2% | +431.9% | +218.6% |
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 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