+3,269.5%
CLS vs RIG
+60.3%
+3,209.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.4% |
| 7D | +4.6% | +0.9% | +3.7% | +4.2% |
| 30D | -13.9% | +13.8% | -27.7% | -16.6% |
| 3M | -26.6% | -6.4% | -20.2% | -26.0% |
| 6M | +15.4% | -8.2% | +23.6% | +15.8% |
| YTD | +5.7% | +41.6% | -36.0% | -4.8% |
| 1Y | +41.1% | +88.7% | -47.6% | +19.0% |
| 3Y | +1,228.6% | -30.9% | +1,259.4% | +1,187.3% |
| All | +3,269.5% | +60.3% | +3,209.2% | +2,523.9% |
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