+77.2%
CME vs RIG
+52.4%
+24.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -1.1% |
| 7D | -2.9% | -2.7% | -0.2% | -2.8% |
| 30D | +5.5% | +9.5% | -4.0% | +5.3% |
| 3M | +11.0% | -6.6% | +17.6% | +11.1% |
| 6M | -9.7% | -2.9% | -6.8% | -9.7% |
| YTD | +4.9% | +39.5% | -34.6% | +4.2% |
| 1Y | +10.1% | +82.3% | -72.2% | +8.7% |
| 3Y | +53.5% | -29.6% | +83.1% | +56.6% |
| 5Y | +77.2% | +63.2% | +14.0% | +68.2% |
| All | +77.2% | +52.4% | +24.8% | +68.2% |
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