-5.0%
CMG vs RIG
+58.5%
-63.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -3.8% | -4.2% | +0.3% | -3.6% |
| 30D | +12.9% | -0.7% | +13.6% | +12.9% |
| 3M | +18.8% | -4.0% | +22.8% | +18.9% |
| 6M | +4.1% | -6.3% | +10.4% | +4.0% |
| YTD | -2.4% | +39.7% | -42.1% | -5.6% |
| 1Y | -6.7% | +78.1% | -84.8% | -11.7% |
| 3Y | -7.1% | -29.5% | +22.3% | -7.8% |
| 5Y | -5.0% | +65.3% | -70.3% | -16.3% |
| All | -5.0% | +58.5% | -63.5% | -16.3% |
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 2021-09-10 to 2026-09-10: 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling