-0.8%
CRM vs RIG
+59.7%
-60.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.7% | +2.2% |
| 7D | -4.4% | -3.1% | -1.4% | -4.1% |
| 30D | +28.1% | -0.5% | +28.7% | +28.2% |
| 3M | +48.8% | -6.0% | +54.8% | +49.6% |
| 6M | +28.3% | -10.1% | +38.4% | +29.1% |
| YTD | -6.0% | +37.3% | -43.3% | -11.0% |
| 1Y | +1.4% | +73.9% | -72.5% | -7.7% |
| 3Y | +11.8% | -30.2% | +42.0% | +11.4% |
| All | -0.8% | +59.7% | -60.5% | -18.0% |
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