+503.2%
CMI vs RIG
-41.2%
+544.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.4% |
| 7D | -0.7% | -3.1% | +2.4% | -0.3% |
| 30D | -12.4% | -0.5% | -11.9% | -12.4% |
| 3M | -14.8% | -6.0% | -8.8% | -14.4% |
| 6M | +0.8% | -10.1% | +10.9% | +1.3% |
| YTD | +10.2% | +37.3% | -27.1% | +4.9% |
| 1Y | +37.4% | +73.9% | -36.5% | +26.6% |
| 3Y | +153.3% | -30.2% | +183.5% | +151.9% |
| 5Y | +167.6% | +62.5% | +105.1% | +131.0% |
| All | +503.2% | -41.2% | +544.4% | +387.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling