+39.7%
RIG vs CAG
-6.8%
+46.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.0% | -13.6% | -8.1% |
| 7D | -18.8% | +9.7% | -28.5% | -19.5% |
| 30D | -1.1% | +15.8% | -16.9% | -3.2% |
| 3M | +4.4% | +1.8% | +2.6% | +4.6% |
| 6M | -20.8% | +11.5% | -32.3% | -22.6% |
| YTD | +32.0% | -6.7% | +38.7% | +40.0% |
| 1Y | +39.7% | -5.6% | +45.4% | +49.0% |
| All | +39.7% | -6.8% | +46.6% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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