-29.6%
CLS vs RIG
+43.0%
-72.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -7.6% | -1.4% | -8.1% |
| 7D | -21.1% | -18.8% | -2.4% | -19.2% |
| 30D | -38.2% | -1.1% | -37.1% | -38.0% |
| 3M | -36.3% | +4.4% | -40.7% | -37.3% |
| 6M | -43.8% | -20.8% | -23.0% | -41.7% |
| YTD | -20.0% | +32.0% | -52.0% | -38.6% |
| 1Y | -29.6% | +39.7% | -69.3% | -50.0% |
| All | -29.6% | +43.0% | -72.6% | -50.0% |
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