+26.3%
CL vs RIG
+25.5%
+0.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | 0.0% |
| 7D | -0.8% | -2.6% | +1.8% | -0.8% |
| 30D | +9.5% | -5.2% | +14.7% | +9.2% |
| 3M | +6.8% | -8.6% | +15.4% | +6.4% |
| 6M | +14.3% | -18.9% | +33.2% | +14.0% |
| YTD | +27.0% | +28.6% | -1.6% | +25.1% |
| 1Y | +26.3% | +25.5% | +0.7% | +24.0% |
| All | +26.3% | +25.5% | +0.7% | +24.0% |
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