+37.4%
CMI vs RIG
+77.2%
-39.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.5% |
| 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% | -14.3% |
| 6M | +0.8% | -10.1% | +10.9% | +0.8% |
| YTD | +10.2% | +37.3% | -27.1% | +1.2% |
| 1Y | +37.4% | +73.9% | -36.5% | +21.7% |
| All | +37.4% | +77.2% | -39.8% | +21.7% |
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 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