+7.1%
CRM vs RIG
+97.6%
-90.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.9% |
| 7D | +1.3% | +0.9% | +0.4% | +1.2% |
| 30D | +34.3% | +13.8% | +20.5% | +33.9% |
| 3M | +37.7% | -6.4% | +44.1% | +38.0% |
| 6M | +34.9% | -8.2% | +43.1% | +35.6% |
| YTD | -1.6% | +41.6% | -43.3% | -1.5% |
| 1Y | +7.1% | +88.7% | -81.6% | +7.4% |
| All | +7.1% | +97.6% | -90.5% | +7.4% |
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 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