+1,242.3%
CLS vs RIG
-27.8%
+1,270.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.5% |
| 7D | +4.6% | +0.9% | +3.7% | +4.0% |
| 30D | -13.9% | +13.8% | -27.7% | -17.3% |
| 3M | -26.6% | -6.4% | -20.2% | -25.7% |
| 6M | +15.4% | -8.2% | +23.6% | +15.7% |
| YTD | +5.7% | +41.6% | -36.0% | -8.3% |
| 1Y | +41.1% | +88.7% | -47.6% | +11.6% |
| All | +1,242.3% | -27.8% | +1,270.1% | +1,165.7% |
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