+47.7%
CI vs RIG
+44.4%
+3.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.4% | -2.8% |
| 7D | -1.6% | -24.5% | +22.9% | -0.2% |
| 30D | +5.4% | -2.8% | +8.2% | +5.4% |
| 3M | +7.3% | +1.6% | +5.7% | +6.8% |
| 6M | +5.3% | -15.9% | +21.2% | +5.8% |
| YTD | +8.5% | +26.9% | -18.4% | +6.2% |
| 1Y | +17.1% | +34.4% | -17.2% | +14.2% |
| 3Y | +1.4% | -21.2% | +22.6% | +1.2% |
| All | +47.7% | +44.4% | +3.3% | +39.2% |
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