+288.0%
CME vs RIG
-49.1%
+337.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +1.7% | -12.2% | +13.9% | +2.2% |
| 30D | +10.2% | -6.0% | +16.2% | +10.4% |
| 3M | +17.8% | -9.4% | +27.2% | +18.1% |
| 6M | +11.0% | -19.1% | +30.0% | +11.8% |
| YTD | +17.0% | +25.4% | -8.4% | +15.2% |
| 1Y | +15.8% | +23.3% | -7.5% | +14.0% |
| 3Y | +61.8% | -22.1% | +83.9% | +60.9% |
| 5Y | +72.5% | +50.1% | +22.3% | +60.9% |
| 10Y | +288.0% | -50.7% | +338.7% | +225.0% |
| All | +288.0% | -49.1% | +337.1% | +225.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling