-42.2%
RIG vs CAG
-36.2%
-6.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.5% |
| 7D | -3.1% | -5.7% | +2.6% | -1.5% |
| 30D | -0.5% | -2.4% | +1.9% | +0.1% |
| 3M | -6.0% | +9.8% | -15.8% | -9.1% |
| 6M | -10.1% | -10.8% | +0.7% | -7.8% |
| YTD | +37.3% | -10.8% | +48.1% | +40.9% |
| 1Y | +73.9% | -19.0% | +92.9% | +83.2% |
| 3Y | -30.2% | -39.7% | +9.5% | -21.6% |
| 5Y | +62.5% | -43.0% | +105.4% | +83.3% |
| All | -42.2% | -36.2% | -6.0% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling