+2,005.0%
CLS vs RIG
+53.0%
+1,952.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.5% | +6.0% | +8.0% |
| 7D | +2.8% | -2.6% | +5.3% | +3.5% |
| 30D | -30.1% | -5.2% | -24.9% | -29.3% |
| 3M | -21.7% | -8.6% | -13.1% | -20.8% |
| 6M | -36.2% | -18.9% | -17.3% | -34.2% |
| YTD | -17.8% | +28.6% | -46.4% | -24.7% |
| 1Y | -26.8% | +25.5% | -52.3% | -32.4% |
| 3Y | +853.4% | -20.2% | +873.5% | +799.5% |
| 5Y | +2,005.0% | +53.9% | +1,951.1% | +1,562.5% |
| All | +2,005.0% | +53.0% | +1,952.0% | +1,562.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling