+394.6%
CLF vs RIG
-46.4%
+441.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.1% | +0.7% |
| 7D | -19.6% | -24.5% | +4.9% | -10.7% |
| 30D | -5.0% | -2.8% | -2.2% | -3.9% |
| 3M | -6.3% | +1.6% | -7.8% | -7.2% |
| 6M | +2.8% | -15.9% | +18.7% | +8.3% |
| YTD | -13.7% | +26.9% | -40.6% | -24.3% |
| 1Y | +13.6% | +34.4% | -20.8% | -2.8% |
| 3Y | -34.0% | -21.2% | -12.8% | -36.4% |
| 5Y | -48.7% | +46.4% | -95.1% | -66.2% |
| 10Y | +113.4% | -45.8% | +159.3% | +22.5% |
| All | +394.6% | -46.4% | +441.1% | +513.3% |
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