+439.5%
CLF vs RIG
-40.2%
+479.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.8% |
| 7D | +7.6% | +0.9% | +6.7% | +7.2% |
| 30D | -1.2% | +13.8% | -15.0% | -6.1% |
| 3M | -13.4% | -6.4% | -7.0% | -11.6% |
| 6M | +15.4% | -8.2% | +23.6% | +16.4% |
| YTD | -5.9% | +41.6% | -47.5% | -20.6% |
| 1Y | +18.8% | +88.7% | -69.9% | -12.0% |
| 3Y | -19.4% | -30.9% | +11.4% | -18.6% |
| 5Y | -47.7% | +57.7% | -105.4% | -66.8% |
| 10Y | +130.4% | -39.3% | +169.6% | +25.1% |
| All | +439.5% | -40.2% | +479.7% | +542.8% |
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 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