+164.4%
CMI vs RIG
+58.5%
+105.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.0% |
| 7D | +0.8% | -4.2% | +5.0% | +1.5% |
| 30D | -12.8% | -0.7% | -12.1% | -12.8% |
| 3M | -12.4% | -4.0% | -8.4% | -12.2% |
| 6M | -0.9% | -6.3% | +5.5% | -1.0% |
| YTD | +8.9% | +39.7% | -30.8% | +2.0% |
| 1Y | +37.7% | +78.1% | -40.4% | +23.7% |
| 3Y | +148.9% | -29.5% | +178.3% | +142.9% |
| 5Y | +164.4% | +65.3% | +99.0% | +117.9% |
| All | +164.4% | +58.5% | +105.8% | +117.9% |
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