+32.1%
CL vs RIG
+43.0%
-10.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.6% | +10.9% | +3.1% |
| 7D | +7.7% | -18.8% | +26.5% | +7.1% |
| 30D | +15.2% | -1.1% | +16.3% | +15.0% |
| 3M | +7.3% | +4.4% | +2.9% | +7.1% |
| 6M | +17.0% | -20.8% | +37.8% | +16.9% |
| YTD | +28.0% | +32.0% | -4.0% | +26.3% |
| 1Y | +32.1% | +39.7% | -7.6% | +29.8% |
| All | +32.1% | +43.0% | -10.9% | +29.8% |
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