+3,038.3%
CLS vs RIG
-44.3%
+3,082.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +20.1% | -8.2% | +28.3% | +21.8% |
| 30D | +6.0% | -0.2% | +6.2% | +5.8% |
| 3M | -10.3% | -2.7% | -7.6% | -10.4% |
| 6M | +24.5% | -7.5% | +32.0% | +24.6% |
| YTD | +12.9% | +38.3% | -25.4% | +4.4% |
| 1Y | +36.7% | +81.8% | -45.2% | +20.2% |
| 3Y | +1,328.1% | -30.2% | +1,358.3% | +1,324.2% |
| 5Y | +3,682.3% | +59.9% | +3,622.4% | +2,991.6% |
| 10Y | +3,038.3% | -41.9% | +3,080.2% | +2,025.8% |
| All | +3,038.3% | -44.3% | +3,082.6% | +2,025.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling