+20.1%
CI vs RIG
+28.2%
-8.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | +2.6% | -12.2% | +14.8% | +2.9% |
| 30D | +7.3% | -6.0% | +13.3% | +7.3% |
| 3M | +9.5% | -9.4% | +18.9% | +9.6% |
| 6M | +6.4% | -19.1% | +25.5% | +6.9% |
| YTD | +12.0% | +25.4% | -13.4% | +9.5% |
| 1Y | +20.1% | +23.3% | -3.3% | +17.5% |
| All | +20.1% | +28.2% | -8.1% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling