+11,001.7%
CMI vs RIG
-41.1%
+11,042.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.4% |
| 7D | +1.9% | -2.7% | +4.6% | +2.4% |
| 30D | -12.5% | +9.5% | -22.0% | -14.2% |
| 3M | -16.2% | -6.6% | -9.6% | -15.6% |
| 6M | +4.9% | -2.9% | +7.7% | +4.0% |
| YTD | +11.1% | +39.5% | -28.3% | +2.5% |
| 1Y | +43.4% | +82.3% | -38.9% | +24.6% |
| 3Y | +154.1% | -29.6% | +183.6% | +153.2% |
| 5Y | +169.5% | +63.2% | +106.3% | +108.0% |
| 10Y | +503.8% | -45.0% | +548.8% | +309.7% |
| All | +11,001.7% | -41.1% | +11,042.9% | +9,373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling