+140.4%
CI vs RIG
-42.7%
+183.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -2.0% | -2.7% | +0.7% | -1.8% |
| 30D | -1.8% | +9.5% | -11.3% | -2.8% |
| 3M | -4.2% | -6.6% | +2.4% | -3.8% |
| 6M | +2.7% | -2.9% | +5.6% | +2.4% |
| YTD | +1.9% | +39.5% | -37.6% | -2.1% |
| 1Y | -6.3% | +82.3% | -88.5% | -12.6% |
| 3Y | +3.9% | -29.6% | +33.4% | +3.6% |
| 5Y | +41.9% | +63.2% | -21.3% | +23.1% |
| 10Y | +140.4% | -45.0% | +185.4% | +88.7% |
| All | +140.4% | -42.7% | +183.1% | +88.7% |
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