+2,646.7%
CL vs RIG
-47.1%
+2,693.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.6% | -12.2% | +14.8% | +3.2% |
| 30D | +11.8% | -6.0% | +17.7% | +11.9% |
| 3M | +5.9% | -9.4% | +15.3% | +6.2% |
| 6M | +13.3% | -19.1% | +32.4% | +14.0% |
| YTD | +27.1% | +25.4% | +1.7% | +24.9% |
| 1Y | +28.0% | +23.3% | +4.7% | +25.8% |
| 3Y | +39.4% | -22.1% | +61.5% | +37.9% |
| 5Y | +40.8% | +50.1% | -9.4% | +30.8% |
| 10Y | +84.9% | -50.7% | +135.5% | +64.2% |
| All | +2,646.7% | -47.1% | +2,693.7% | +2,287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling