+848.2%
CLS vs RIG
-19.5%
+867.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.5% | +6.0% | +7.9% |
| 7D | +2.8% | -2.6% | +5.3% | +3.6% |
| 30D | -30.1% | -5.2% | -24.9% | -29.2% |
| 3M | -21.7% | -8.6% | -13.1% | -20.6% |
| 6M | -36.2% | -18.9% | -17.3% | -33.8% |
| YTD | -17.8% | +28.6% | -46.4% | -27.2% |
| 1Y | -26.8% | +25.5% | -52.3% | -34.4% |
| All | +848.2% | -19.5% | +867.7% | +756.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling