+11.7%
CMI vs RIG
+43.0%
-31.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.6% | +1.9% | -4.8% |
| 7D | -11.2% | -18.8% | +7.6% | -9.2% |
| 30D | -9.8% | -1.1% | -8.8% | -10.1% |
| 3M | -25.5% | +4.4% | -29.9% | -26.6% |
| 6M | -27.7% | -20.8% | -6.9% | -25.7% |
| YTD | -6.6% | +32.0% | -38.6% | -15.8% |
| 1Y | +11.7% | +39.7% | -28.1% | -1.1% |
| All | +11.7% | +43.0% | -31.4% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling