+66.4%
CME vs RIG
-16.1%
+82.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.4% | +0.8% |
| 7D | +3.9% | +5.7% | -1.8% | +4.0% |
| 30D | +11.3% | -0.7% | +12.1% | +11.4% |
| 3M | +19.6% | -3.1% | +22.7% | +19.5% |
| 6M | +8.1% | -16.3% | +24.4% | +7.8% |
| YTD | +20.4% | +34.1% | -13.7% | +22.2% |
| 1Y | +16.5% | +38.2% | -21.7% | +18.4% |
| 3Y | +66.4% | -15.3% | +81.7% | +73.5% |
| All | +66.4% | -16.1% | +82.5% | +73.5% |
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 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