+6,781.2%
CME vs RIG
-73.6%
+6,854.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.6% | 0.0% |
| 7D | -1.6% | +0.9% | -2.4% | -1.7% |
| 30D | +6.2% | +13.8% | -7.6% | +4.6% |
| 3M | +10.4% | -6.4% | +16.8% | +10.9% |
| 6M | -9.5% | -8.2% | -1.4% | -9.3% |
| YTD | +6.0% | +41.6% | -35.6% | +1.1% |
| 1Y | +9.3% | +88.7% | -79.4% | +0.5% |
| 3Y | +57.7% | -30.9% | +88.5% | +56.9% |
| 5Y | +77.7% | +57.7% | +20.0% | +50.1% |
| 10Y | +281.2% | -39.3% | +320.5% | +186.7% |
| All | +6,781.2% | -73.6% | +6,854.8% | +6,707.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling