+2,603.8%
CL vs RIG
-46.4%
+2,650.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -2.3% |
| 7D | +1.3% | -24.5% | +25.8% | +2.6% |
| 30D | +11.4% | -2.8% | +14.1% | +11.4% |
| 3M | +4.4% | +1.6% | +2.9% | +4.1% |
| 6M | +10.8% | -15.9% | +26.7% | +11.3% |
| YTD | +25.1% | +26.9% | -1.7% | +22.8% |
| 1Y | +28.0% | +34.4% | -6.4% | +25.2% |
| 3Y | +37.6% | -21.2% | +58.8% | +36.1% |
| 5Y | +39.7% | +46.4% | -6.7% | +30.0% |
| 10Y | +75.8% | -45.8% | +121.6% | +55.0% |
| All | +2,603.8% | -46.4% | +2,650.3% | +2,249.5% |
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 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