-5.2%
CMG vs RIG
+56.9%
-62.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | -6.5% | -8.2% | +1.7% | -5.9% |
| 30D | +12.1% | -0.2% | +12.3% | +12.1% |
| 3M | +20.6% | -2.7% | +23.3% | +20.6% |
| 6M | +2.1% | -7.5% | +9.6% | +2.1% |
| YTD | -2.6% | +38.3% | -40.9% | -5.8% |
| 1Y | -8.7% | +81.8% | -90.5% | -13.8% |
| 3Y | -7.4% | -30.2% | +22.8% | -8.0% |
| All | -5.2% | +56.9% | -62.1% | -16.5% |
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 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