+19.6%
CME vs RIG
+43.0%
-23.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.6% | +9.0% | +1.7% |
| 7D | +4.8% | -18.8% | +23.6% | +5.7% |
| 30D | +14.2% | -1.1% | +15.3% | +14.0% |
| 3M | +17.9% | +4.4% | +13.5% | +17.0% |
| 6M | +7.2% | -20.8% | +28.0% | +8.3% |
| YTD | +16.7% | +32.0% | -15.2% | +16.3% |
| 1Y | +19.6% | +39.7% | -20.2% | +19.1% |
| All | +19.6% | +43.0% | -23.5% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling